• 13:46 – Краткий автомобильный справочник 
  • 13:16 – Ремонт автомобилей 
  • 13:09 – 3 в 1. Все, что нужно для сдачи экзамена в ГИБДД: ПДД, билеты, вождение (новая редакция 2013 г.), Алексей Громаковский 
  • 12:55 – Обязательное страхование гражданской ответственности владельцев транспортных средств, П. В. Сокол 

Option Prices as Probabilities: A New Look at Generalized Black-Scholes Formulae (Springer Finance), Cristophe Profeta, Bernard Roynette, Marc Yor

Option Prices as Probabilities: A New Look at Generalized Black-Scholes Formulae (Springer Finance), Cristophe Profeta, Bernard Roynette, Marc YorThe Black-Scholes formula plays a central role in Mathematical Finance; it gives the right price at which buyer and seller can agree with, in the geometric Brownian framework, when strike K and maturity T are given. This yields an explicit well-known formula, obtained by Black and Scholes in 1973. The present volume gives another representation of this formula in terms of Brownian last passages times, which, to our knowledge, has ever been made in this sense. The volume is devoted to various extensions and discussions of features and quantities stemming from the last passages times representation in the Brownian case such as: past-future martingales, last passage times up to a finite horizon, pseudo-inverses of processes... They are developed in eight chapters, with complements, appendices and exercises. Обо всём этом и не только в книге Option Prices as Probabilities: A New Look at Generalized Black-Scholes Formulae (Springer Finance) (Cristophe Profeta, Bernard Roynette, Marc Yor)


скачать Option Prices as Probabilities: A New Look at Generalized Black-Scholes Formulae (Springer Finance), Cristophe Profeta, Bernard Roynette, Marc Yor
Если ссылка на Option Prices as Probabilities: A New Look at Generalized Black-Scholes Formulae (Springer Finance), Cristophe Profeta, Bernard Roynette, Marc Yor оказалось неверной, сообщите нам об этом.
ЧИТАЙТЕ ТАКЖЕ:
Тут Вы можете оставить комментарий о Option Prices as Probabilities: A New Look at Generalized Black-Scholes Formulae (Springer Finance), Cristophe Profeta, Bernard Roynette, Marc Yor
Оставить комментарий
  • Комментируют
  • Сегодня
  • Читаемое