-49% OFFOption Pricing in Incomplete Markets (English, Yoshio Miyahara)
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Specifications
| Publisher | Imperial College Press |
| Language | English |
| ISBN-13 | 9781848163478 |
| ISBN-10 | 1848163479 |
| Author | Yoshio Miyahara |
Product Description
Here on GlowMirror, you'll find Option Pricing in Incomplete Markets filed under Imperial College Press -- everything you need to know is covered below.
About the Book
This volume offers the reader practical methods to compute the option prices in the incomplete asset markets. The [GLP & MEMM] pricing models are clearly introduced, and the properties of these models are discussed in great detail. It is shown that the geometric Lévy process (GLP) is a typical example of the incomplete market, and that the MEMM (minimal entropy martingale measure) is an extremely powerful pricing measure.This volume also presents…
ISBN: 9781848163478
Book Insights
What You'll Learn
- ·In-depth exploration of topics covered in Option Pricing in Incomplete Markets
- ·Key concepts explained with clarity and practical examples
- ·Insights valuable for anyone studying or working in Imperial College Press
Who Should Read This
Students and professionals interested in Imperial College Press, as well as general readers looking to expand their knowledge.
Key Highlights
- ·Brand new physical book delivered across India
- ·15-day hassle-free return policy





