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

662 kr
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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.
Författare
Tobias Herwig
Upplaga
2006 ed.
ISBN
9783540308379
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2006-01-17
Sidor
106