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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
| 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 |