Name: Girsanov, Numeraires, and All That
Price: 220.95 DKK
Availability: InStock
Author: Patrick S Hagan
ISBN: 9781009339285

Girsanov, Numeraires, and All That af Patrick S Hagan

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220,95 kr.

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In this Element the authors review the technique of the change of numeraire in the martingale approach to option pricing. Their intention is to present a reader friendly explanation of the technique itself, and illustrate how it is applied in various fields of quantitative finance as the basis for building option valuation models.

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Sprog:
Engelsk

ISBN:
9781009339285

Forlag:
Cambridge University Press

Indbinding:
Paperback

Sideantal:
75

Udgivet:
17. november 2022

Størrelse:
152x3x229 mm.

Vægt:
82 g.

Leveringstid: 8-11 hverdage.
Forventet levering: 30. november 2024

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Beskrivelse af Girsanov, Numeraires, and All That

In this Element the authors review the technique of the change of numeraire in the martingale approach to option pricing. Their intention is to present a reader friendly explanation of the technique itself, and illustrate how it is applied in various fields of quantitative finance as the basis for building option valuation models.

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