Hagan, Patrick S. (Gorilla Science), Lesniewski, Andrew (Bernard M. Baruch College
Omschrijving
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.
Ik heb een vraag over het boek: ‘Girsanov, Numeraires, and All That - Hagan, Patrick S. (Gorilla Science), Lesniewski, Andrew (Bernard M. Baruch College’.
Vul het onderstaande formulier in.
We zullen zo spoedig mogelijk antwoorden.
