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Market-Conform Valuation of Options
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Market-Conform Valuation of Options

Market-conform pricing means that prices of existing actively traded securities are taken as given, and then the set of equivalent martingale measures that are consistent with the initial prices of the traded securities is derived using no-arbitrage arguments.
Forfatter
Tobias Herwig
Opplag
2006 ed.
ISBN
9783540308379
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
17.1.2006
Antall sider
106