Girsanov, Numeraires, and All That
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Información del producto
| ISBN | 9781009339285 |
|---|---|
| Editorial | Cambridge University Press |
| Precio (sin IVA) | 27,26 € |
| Impuestos | 1,64 € |
| Precio (IVA incluido) | 28,90 € |
| Disponibilidad | 2 Unidades En almacén externo |
Descripción del producto
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.