𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Martingale Methods in Financial Decision-Making

✍ Scribed by A. G. Malliaris


Book ID
124939236
Publisher
Society for Industrial and Applied Mathematics
Year
1981
Tongue
English
Weight
843 KB
Volume
23
Category
Article
ISSN
0036-1445

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Martingale Methods in Financial Modeling
✍ Marek Musiela, Marek Rutkowski πŸ“‚ Library πŸ“… 2008 πŸ› Springer 🌐 English βš– 6 MB

In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework with constant volatility. The

Martingale methods in financial modeling
✍ Marek Musiela, Marek Rutkowski πŸ“‚ Library πŸ“… 2008 πŸ› Springer 🌐 English βš– 3 MB

In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework with constant volatility. The

Genetic Variation in Financial Decision-
✍ DAVID CESARINI; MAGNUS JOHANNESSON; PAUL LICHTENSTEIN; Γ–RJAN SANDEWALL; BJΓ–RN WA πŸ“‚ Article πŸ“… 2010 πŸ› John Wiley and Sons 🌐 English βš– 232 KB