Girsanov, Numeraires, and All That
In this Element the authors review the technique of the change of numeraire in the martingale approach to option pricing. Their intention is to present a reader friendly explanation of the technique itself, and illustrate how it is applied in various fields of quantitative finance as the basis for building option valuation models.
In this Element the authors review the technique of the change of numeraire in the martingale approach to option pricing. Their intention is to present a reader friendly explanation of the technique itself, and illustrate how it is applied in various fields of quantitative finance as the basis for building option valuation models.
Autres titres de la collection: Elements in Quantitative Finance
Afficher toutResampling Asset Prices
An Identity-Based Approach
Cambridge Academic, 2026
978-1-009-73839-2
env. 89.00 CHF
paraît en avril
Resampling Asset Prices
An Identity-Based Approach
Cambridge Academic, 2026
978-1-009-73837-8
env. 31.90 CHF
paraît en avril
Causal Factor Investing
Can Factor Investing Become Scientific?
Cambridge Academic, 2026
978-1-009-70241-6
env. 90.00 CHF
livrable dans env. 10-20 jours
Deep Learning in Quantitative Trading
Cambridge Academic, 2025
978-1-009-70712-1
env. 90.00 CHF
livrable dans env. 10-20 jours
Deep Learning in Quantitative Trading
Cambridge Academic, 2025
978-1-009-70711-4
env. 32.90 CHF
livrable dans env. 10-20 jours
Hydrodynamics of Markets
Hidden Links Between Physics and Finance
Cambridge Academic, 2025
978-1-00-950310-5
env. 32.90 CHF
livrable dans env. 10-20 jours
Hydrodynamics of Markets
Hidden Links Between Physics and Finance
Cambridge Academic, 2025
978-1-00-950311-2
env. 90.00 CHF
livrable dans env. 10-20 jours
The Behavioral Economics and Politics of Global Warming
Unsettling Behaviors
Cambridge Academic, 2023
978-1-00-945489-6
env. 32.90 CHF
livrable dans env. 10-20 jours
The Behavioral Economics and Politics of Global Warming
Unsettling Behaviors
Cambridge Academic, 2023
978-1-00-945490-2
env. 90.00 CHF
livrable dans env. 10-20 jours
Causal Factor Investing
Can Factor Investing Become Scientific?
Cambridge Academic, 2023
978-1-00-939729-2
env. 32.90 CHF
livrable dans env. 10-20 jours
Advances in Retirement Investing
Cambridge Academic, 2020
978-1-108-92662-1
env. 32.90 CHF
livrable dans env. 10-20 jours
Machine Learning for Asset Managers
Cambridge Academic, 2020
978-1-108-79289-9
31.90 CHF
disponible de suite
Autres titres sur ce thème
Stake Science Pleasure's
Mission Mass Mimeo, 2026
979-8-9999034-4-0
env. 19.50 CHF
livrable dans env. 10 jours
The Silent Rules Of Wealth
Money, Power, Faith, And The Mindset Of Empire Builders
Kai Publishing Co, 2026
979-8-2956-9974-0
env. 16.50 CHF
livrable dans env. 10 jours
International Banking and Bank Strategy
Evolution, Trade and Competition
Springer EN, 2027
978-3-319-95006-8
env. 135.00 CHF
livrable dans env. 20-45 jours
Quantitative Finance, Climate Change, And Risk Management: A Physicist's ...
World Scientific Publishing, 2026
978-981-9821-35-8
env. 219.00 CHF
paraît en juillet
Finance In Non-financial Problems
World Scientific Publishing, 2027
978-981-3227-49-1
env. 150.00 CHF
livrable dans env. 10-20 jours
Principles of Fintech
Financial Technology, Business Models and Strategic Innovation
Kogan Page, 2027
978-1-3986-2911-0
env. 75.00 CHF
paraît en janvier
It's Not Too Late
The Power of Finding Steadfast Solutions
Harper Collins (US), 2027
978-1-4002-5356-2
env. 36.50 CHF
paraît en janvier
ELEMENTS OF STOCHASTIC FINANCE
World Scientific Publishing Co Pte Ltd, 2027
978-981-4307-37-6
env. 46.50 CHF
paraît en février
Teach A Man to Fish
Good News For the World's Poorest
Kharis publishing, 2026
978-1-63746-693-3
env. 25.50 CHF
livrable dans env. 10 jours
Advanced Analytics for Finance
Theory and Empirics Using Big Data
Cambridge Academic, 2026
978-1-009-63296-6
env. 165.00 CHF
paraît en septembre
The Crisis in Public Accounting
And the Steps Needed to Reform the Profession
Xlibris US, 2026
979-8-3694-6578-3
env. 32.50 CHF
livrable dans env. 10 jours