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Pricing in (In)Complete Markets - Angelika Esser - Bog

- Structural Analysis and Applications

Bag om Pricing in (In)Complete Markets

In this book, the authors investigate structural aspects of no arbitrage pricing of contingent claims and applications of the general pricing theory in the context of incomplete markets. Firstly, the general theory discussed before is applied to the pricing of power options in a stochastic volatility model.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783540208174
  • Indbinding:
  • Paperback
  • Sideantal:
  • 122
  • Udgivet:
  • 23. januar 2004
  • Udgave:
  • 12004
  • Størrelse:
  • 234x156x7 mm.
  • Vægt:
  • 460 g.
  • 8-11 hverdage.
  • 10. december 2024

Normalpris

  • BLACK WEEK

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Beskrivelse af Pricing in (In)Complete Markets

In this book, the authors investigate structural aspects of no arbitrage pricing of contingent claims and applications of the general pricing theory in the context of incomplete markets. Firstly, the general theory discussed before is applied to the pricing of power options in a stochastic volatility model.

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