|
Dòng
|
Nội dung
|
|
1
|
Option pricing in incomplete markets :modeling based on geometric Lévy processes and minimal entropy Martingale measures /Yoshio Miyahara
London :Imperial College Press, 2012
xiv, 185 pages. : illustrations ; 24 cm.
Ký hiệu phân loại (DDC): 332.64
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
Số bản sách:
(10)
Tài liệu số:
(0)
|
|
2
|
|
|
3
|
Options, futures, and other derivatives / John Hull
New Jersey : Pearson Education, Upper Saddle River, 2015
v, 256 pages : illustrations ; 28 cm.
Ký hiệu phân loại (DDC): 332.645076
This student solutions manual is designed to accompany and support the Options, Futures and Other Derivatives 9th edition.
Số bản sách:
(0)
Tài liệu số:
(1)
|
|
|
|
|