|
Giá tiền
| 98USD |
|
DDC
| 332.64M300Y |
|
Tác giả CN
| Miyahara, Yoshio |
|
Nhan đề
| Option pricing in incomplete markets. Modeling based on geometric Lévy processes and minimal entropy Martingale measures / Vol. 3 : Yoshio Miyahara |
|
Thông tin xuất bản
| London :Imperial College Press,2012 |
|
Mô tả vật lý
| 185tr. ;24cm. |
|
Tùng thư
| Series in quantitative finance |
|
Tóm tắt
| This volume offers the reader practical methods to compute the option prices in the incomplete asset markets. The [GLP & MEMM] pricing models are clearly introduced, and the properties of these models are discussed in great detail. It is shown 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. This volume also presents the calibration procedure of the [GLP \ & MEMM] model that has been widely used in the application of practical problems |
|
Từ khóa tự do
| Finance mathematical models |
|
Từ khóa tự do
| Finance |
|
Từ khóa tự do
| Stock options |
|
Địa chỉ
| 100Ngoại ngữ(4): 106000051-4 |
|
|
000
| 00000nam#a2200000ui#4500 |
|---|
| 001 | 46441 |
|---|
| 002 | 1 |
|---|
| 004 | E5B1963F-3632-4787-A983-68D892800283 |
|---|
| 005 | 202510021409 |
|---|
| 008 | 081223s2012 vm| vie |
|---|
| 009 | 1 0 |
|---|
| 020 | |a9781848163478|c98USD |
|---|
| 039 | |y20251002140933|zyennth |
|---|
| 041 | |aeng |
|---|
| 082 | |a332.64|bM300Y |
|---|
| 100 | |aMiyahara, Yoshio |
|---|
| 245 | |aOption pricing in incomplete markets.|nVol. 3 :|bModeling based on geometric Lévy processes and minimal entropy Martingale measures /|cYoshio Miyahara |
|---|
| 260 | |aLondon :|bImperial College Press,|c2012 |
|---|
| 300 | |a185tr. ;|c24cm. |
|---|
| 490 | |aSeries in quantitative finance |
|---|
| 520 | |aThis volume offers the reader practical methods to compute the option prices in the incomplete asset markets. The [GLP & MEMM] pricing models are clearly introduced, and the properties of these models are discussed in great detail. It is shown 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. This volume also presents the calibration procedure of the [GLP \ & MEMM] model that has been widely used in the application of practical problems |
|---|
| 653 | |aFinance mathematical models |
|---|
| 653 | |aFinance |
|---|
| 653 | |aStock options |
|---|
| 852 | |a100|bNgoại ngữ|j(4): 106000051-4 |
|---|
| 856 | 1|uhttps://lib.dhhp.edu.vn/kiposdata1/anhbiasach/2024/optionpricingin_thumbimage.jpg |
|---|
| 890 | |a4|b0|c0|d0 |
|---|
|
|
| Dòng |
Mã vạch |
Nơi lưu |
Chỉ số xếp giá |
Loại tài liệu |
Bản sao |
Tình trạng |
Thành phần |
Đặt mượn |
|
1
|
106000051
|
Ngoại ngữ
|
332.64 M300Y
|
Sách tham khảo
|
1
|
|
|
|
|
2
|
106000052
|
Ngoại ngữ
|
332.64 M300Y
|
Sách tham khảo
|
2
|
|
|
|
|
3
|
106000053
|
Ngoại ngữ
|
332.64 M300Y
|
Sách tham khảo
|
3
|
|
|
|
|
4
|
106000054
|
Ngoại ngữ
|
332.64 M300Y
|
Sách tham khảo
|
4
|
|
|
|
Không có liên kết tài liệu số nào