-49% OFFImperial College Press
Option 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
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
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Who is the author of Option Pricing in Incomplete Markets?
Option Pricing in Incomplete Markets is authored by Yoshio Miyahara.
Who published Option Pricing in Incomplete Markets?
Option Pricing in Incomplete Markets is published by Imperial College Press.
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Page count information for Option Pricing in Incomplete Markets is available in the specifications section of this page.
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At an average reading speed of 250 words per minute, reading Option Pricing in Incomplete Markets takes a few hours to a few days depending on reading pace.
What is Option Pricing in Incomplete Markets about?
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) i...
Is Option Pricing in Incomplete Markets suitable for beginners?
Whether Option Pricing in Incomplete Markets is suitable for beginners depends on your background in Imperial College Press. Review the product description and specifications above for details on the target audience and difficulty level.
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