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Market-Conform Valuation of Options - Lecture Notes in Economics and Mathematical Systems Tobias Herwig 2006 edition
Market-Conform Valuation of Options - Lecture Notes in Economics and Mathematical Systems
Tobias Herwig
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.
106 pages, 10 black & white illustrations, 12 black & white tables, biography
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 17 de enero de 2006 |
| ISBN13 | 9783540308379 |
| Editores | Springer-Verlag Berlin and Heidelberg Gm |
| Páginas | 106 |
| Dimensiones | 155 × 235 × 6 mm · 176 g |
| Lengua | Inglés |