An Introduction to Exotic Option Pricing(Chapman and Hall/CRC Financial Mathematics Series)

外来品期权定价导论

国民经济学

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1862.00
发货周期:预计5-7周发货
作      者
出  版 社
出版时间
2012年02月03日
装      帧
精装
ISBN
9781420091007
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页      码
296
开      本
6-1/8x9-1/4
语      种
英文
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图书简介
In an easy-to-understand, nontechnical yet mathematically elegant manner, this book shows how to price exotic options, including complex ones, without performing complicated integrations or formally solving PDEs. It develops special pricing techniques based on the no-arbitrage principle and fully derives every price formula for the exotic options. The author incorporates a significant amount of original, previously unpublished material, such as the use of log-volutions and Mellin transforms to solve the Black–Scholes PDE. He also demystifies many esoteric issues underpinning the mathematical treatment of the subject.
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