Udvidet returret til d. 31. januar 2025

Market-Conform Valuation of Options - Tobias Herwig - Bog

Bag om 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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783540308379
  • Indbinding:
  • Paperback
  • Sideantal:
  • 106
  • Udgivet:
  • 17. januar 2006
  • Udgave:
  • 2006
  • Størrelse:
  • 234x156x6 mm.
  • Vægt:
  • 400 g.
  • 2-3 uger.
  • 17. december 2024
Forlænget returret til d. 31. januar 2025

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  • BLACK WEEK

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Beskrivelse af 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.

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