Lingua: Inglese
Editore: Cambridge University Press, 2022
ISBN 10: 1009339281 ISBN 13: 9781009339285
Da: Emerald Green Media, Simi Valley, CA, U.S.A.
paperback. Condizione: Very Good. Clean Copy, May have light wear on cover/edges, otherwise very good! Established Seller, We Ship Daily!
Editore: Cambridge University Press
Da: Academic Book Solutions, Medford, NY, U.S.A.
paperback. Condizione: LikeNew. Used Like New, no missing pages, no damage to binding, may have a remainder mark.
Lingua: Inglese
Editore: Cambridge University Press, 2022
ISBN 10: 1009339281 ISBN 13: 9781009339285
Da: California Books, Miami, FL, U.S.A.
EUR 27,71
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Lingua: Inglese
Editore: Cambridge University Press, GB, 2022
ISBN 10: 1009339281 ISBN 13: 9781009339285
Da: Rarewaves.com USA, London, LONDO, Regno Unito
EUR 28,36
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Aggiungi al carrelloPaperback. Condizione: New. In this Element the authors review the technique of the change of numeraire in the martingale approach to option pricing. Their intention is to present a reader friendly explanation of the technique itself, and illustrate how it is applied in various fields of quantitative finance as the basis for building option valuation models. They start with an informal review of Girsanov's theorem, followed by a brief summary of the basic concepts of the arbitrage free pricing, and the technique of change of numeraire. This is followed by a number of applications of the change of numeraire technique including interest rate models, FX quanto adjustments, credit risk modeling, mortgage backed securities, and CMS rates.
Lingua: Inglese
Editore: Cambridge University Press, 2022
ISBN 10: 1009339281 ISBN 13: 9781009339285
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 25,87
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Lingua: Inglese
Editore: Cambridge University Press, 2022
ISBN 10: 1009339281 ISBN 13: 9781009339285
Da: Books Puddle, New York, NY, U.S.A.
Condizione: New.
Lingua: Inglese
Editore: Cambridge University Press, GB, 2022
ISBN 10: 1009339281 ISBN 13: 9781009339285
Da: Rarewaves.com UK, London, Regno Unito
EUR 25,46
Quantità: 1 disponibili
Aggiungi al carrelloPaperback. Condizione: New. In this Element the authors review the technique of the change of numeraire in the martingale approach to option pricing. Their intention is to present a reader friendly explanation of the technique itself, and illustrate how it is applied in various fields of quantitative finance as the basis for building option valuation models. They start with an informal review of Girsanov's theorem, followed by a brief summary of the basic concepts of the arbitrage free pricing, and the technique of change of numeraire. This is followed by a number of applications of the change of numeraire technique including interest rate models, FX quanto adjustments, credit risk modeling, mortgage backed securities, and CMS rates.
Lingua: Inglese
Editore: Cambridge University Press, 2022
ISBN 10: 1009339281 ISBN 13: 9781009339285
Da: Majestic Books, Hounslow, Regno Unito
EUR 34,02
Quantità: 4 disponibili
Aggiungi al carrelloCondizione: New. Print on Demand.
Lingua: Inglese
Editore: Cambridge University Press, 2022
ISBN 10: 1009339281 ISBN 13: 9781009339285
Da: Biblios, Frankfurt am main, HESSE, Germania
EUR 34,82
Quantità: 4 disponibili
Aggiungi al carrelloCondizione: New. PRINT ON DEMAND.