Recomienda este artículo a tus amigos:
Option Pricing In Incomplete Markets: Modeling Based On Geometric L'evy Processes And Minimal Entropy Martingale Measures - Series In Quantitative Finance Miyahara, Yoshio (Nagoya City Univ, Japan)
Precio
$ 102,99
sin IVA
Pedido desde almacén remoto
Entrega prevista 25 de jun. - 8 de jul.
Nuestros clientes opinan:
Añadir a tu lista de deseos de iMusic
Option Pricing In Incomplete Markets: Modeling Based On Geometric L'evy Processes And Minimal Entropy Martingale Measures - Series In Quantitative Finance
Miyahara, Yoshio (Nagoya City Univ, Japan)
Offers the reader practical methods to compute the option prices in the incomplete asset markets. This title shows that the geometric Levy process (GLP) is a typical example of the incomplete market, and that the MEMM (minimal entropy martingale measure) is an extremely powerful pricing measure. It also introduces the [GLP \& MEMM] pricing models.
200 pages, illustrations
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 23 de noviembre de 2011 |
| ISBN13 | 9781848163478 |
| Editores | Imperial College Press |
| Páginas | 202 |
| Dimensiones | 229 × 159 × 18 mm · 442 g |
| Lengua | Inglés |
![Cover for Mainardi, Francesco (Univ Of Bologna, Italy) · Fractional Calculus And Waves In Linear Viscoelasticity: An Introduction To Mathematical Models (Hardcover Book) [Second edition] (2022)](https://imusic.b-cdn.net/images/item/original/981/9781783263981.jpg?mainardi-francesco-univ-of-bologna-italy-2022-fractional-calculus-and-waves-in-linear-viscoelasticity-an-introduction-to-mathematical-models-hardcover-book&class=scaled&v=1661437229)
![Cover for Heinrich Hora · Edward Teller Lectures: Lasers And Inertial Fusion Energy (Hardcover Book) [Second edition] (2016)](https://imusic.b-cdn.net/images/item/original/653/9781911299653.jpg?heinrich-hora-2016-edward-teller-lectures-lasers-and-inertial-fusion-energy-hardcover-book&class=scaled&v=1657585552)
![Cover for Rees, David W A (Brunel Univ Of London, Uk) · Mechanics Of Solids And Structures (2nd Edition) (Hardcover Book) [2 Revised edition] (2016)](https://imusic.b-cdn.net/images/item/original/950/9781783263950.jpg?rees-david-w-a-brunel-univ-of-london-uk-2016-mechanics-of-solids-and-structures-2nd-edition-hardcover-book&class=scaled&v=1458125441)
![Cover for Rees, David W A (Brunel Univ Of London, Uk) · Mechanics Of Solids And Structures (2nd Edition) (Paperback Book) [2 Revised edition] (2016)](https://imusic.b-cdn.net/images/item/original/967/9781783263967.jpg?rees-david-w-a-brunel-univ-of-london-uk-2016-mechanics-of-solids-and-structures-2nd-edition-paperback-book&class=scaled&v=1458125442)