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 mars
Resampling Asset Prices
An Identity-Based Approach
Cambridge Academic, 2026
978-1-009-73837-8
env. 31.90 CHF
paraît en mars
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
Code of Federal Regulations, Title 12 Banks and Banking 900-1025, Revised as of ...
Rowman & Littlefield, 2026
978-1-63671-157-7
env. 43.50 CHF
paraît en octobre
Legacy on the Line
Overcome Blind Spots to Grow and Transfer Your Wealth
Wiley, 2026
978-1-394-34882-4
env. 39.90 CHF
paraît en avril
Finance in Colonial Zimbabwe
Money, Sanctions and War Economy
Taylor and Francis, 2026
978-0-8153-5561-8
env. 189.00 CHF
paraît en mars
Rip Out the Core
A DIY Guide to Platform-Enabled Banking Transformation
Taylor and Francis, 2026
978-1-041-11923-4
env. 55.90 CHF
paraît en juillet
Principles of Fintech
Financial Technology, Business Models and Strategic Innovation
Kogan Page, 2027
978-1-3986-2913-4
env. 125.00 CHF
paraît en janvier
Financial Relief After Foreign Divorce
A Practical Guide to Part III MFPA 1984 Claims
Bloomsbury, 2026
978-1-5265-3497-2
env. 139.00 CHF
paraît en août
Emerged Markets
The Global Economy's Better Half
Taylor and Francis, 2026
978-1-032-99298-3
env. 249.00 CHF
paraît en mars
Your Time
No-nonsense advice for the complexities of midlife
Octopus Books, 2027
978-1-80419-407-2
env. 35.50 CHF
paraît en février
Sustainable Financial Structured Products
Managing Risk Appetites across Modelling, Structuring, and Hedging
Taylor and Francis, 2026
978-1-032-65887-2
env. 315.00 CHF
paraît en mai
Private Power and Democracy's Decline
How to Make Capitalism Support Democracy
University Presses, 2026
978-0-262-05352-5
env. 55.90 CHF
paraît en mai
Finance In Non-financial Problems
World Scientific Publishing, 2027
978-981-3227-49-1
env. 150.00 CHF
livrable dans env. 10-20 jours

