Market-Conform Valuation of Options - Lecture Notes in Economics and Mathematical Systems - Tobias Herwig - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783540308379 - January 17, 2006
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Market-Conform Valuation of Options - Lecture Notes in Economics and Mathematical Systems 2006 edition

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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

Media Books     Paperback Book   (Book with soft cover and glued back)
Released January 17, 2006
ISBN13 9783540308379
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 106
Dimensions 155 × 235 × 6 mm   ·   176 g
Language English  

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