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.
Weitere Titel der Reihe: Elements in Quantitative Finance
Alle anzeigenResampling Asset Prices
An Identity-Based Approach
Cambridge Academic, 2026
978-1-009-73839-2
ca. 89.00 CHF
erscheint im März
Resampling Asset Prices
An Identity-Based Approach
Cambridge Academic, 2026
978-1-009-73837-8
ca. 31.90 CHF
erscheint im März
Causal Factor Investing
Can Factor Investing Become Scientific?
Cambridge Academic, 2026
978-1-009-70241-6
ca. 90.00 CHF
lieferbar in ca. 10-20 Arbeitstagen
Deep Learning in Quantitative Trading
Cambridge Academic, 2025
978-1-009-70712-1
ca. 90.00 CHF
lieferbar in ca. 10-20 Arbeitstagen
Deep Learning in Quantitative Trading
Cambridge Academic, 2025
978-1-009-70711-4
ca. 32.90 CHF
lieferbar in ca. 10-20 Arbeitstagen
Hydrodynamics of Markets
Hidden Links Between Physics and Finance
Cambridge Academic, 2025
978-1-00-950310-5
ca. 32.90 CHF
lieferbar in ca. 10-20 Arbeitstagen
Hydrodynamics of Markets
Hidden Links Between Physics and Finance
Cambridge Academic, 2025
978-1-00-950311-2
ca. 90.00 CHF
lieferbar in ca. 10-20 Arbeitstagen
The Behavioral Economics and Politics of Global Warming
Unsettling Behaviors
Cambridge Academic, 2023
978-1-00-945489-6
ca. 32.90 CHF
lieferbar in ca. 10-20 Arbeitstagen
The Behavioral Economics and Politics of Global Warming
Unsettling Behaviors
Cambridge Academic, 2023
978-1-00-945490-2
ca. 90.00 CHF
lieferbar in ca. 10-20 Arbeitstagen
Causal Factor Investing
Can Factor Investing Become Scientific?
Cambridge Academic, 2023
978-1-00-939729-2
ca. 32.90 CHF
lieferbar in ca. 10-20 Arbeitstagen
Advances in Retirement Investing
Cambridge Academic, 2020
978-1-108-92662-1
ca. 32.90 CHF
lieferbar in ca. 10-20 Arbeitstagen
Machine Learning for Asset Managers
Cambridge Academic, 2020
978-1-108-79289-9
31.90 CHF
sofort lieferbar
Weitere Titel zum Thema
Teen Investing
A Beginner-Friendly Introduction to Investing Basics for Young Adults
PublishDrive, 2026
978-1-80765-104-6
ca. 16.90 CHF
lieferbar in ca. 10 Arbeitstagen
Financial Statement Analysis and Security Valuation ISE
McGraw-Hill, 2027
978-1-260-59783-7
ca. 75.00 CHF
erscheint im März
DeFi Risk & Reward
Navigating the Wild West of Finance
Mindful Pages, 2026
978-93-7459-892-4
ca. 38.50 CHF
lieferbar in ca. 10 Arbeitstagen
It's Not Too Late
The Power of Finding Steadfast Solutions
Harper Collins (US), 2027
978-1-4002-5356-2
ca. 36.50 CHF
erscheint im Januar
Causal Factor Investing
Can Factor Investing Become Scientific?
Cambridge Academic, 2026
978-1-009-70241-6
ca. 90.00 CHF
lieferbar in ca. 10-20 Arbeitstagen
Trade-Based Money Laundering
Compliance and the Law
Taylor and Francis, 2026
978-1-032-87586-6
ca. 250.00 CHF
lieferbar in ca. 10-20 Arbeitstagen
Machine Learning and Artificial Intelligence for Credit Risk Analytics
A Practical Guide with Examples Worked in Python and R
Wiley, 2026
978-1-119-78105-9
ca. 99.00 CHF
erscheint im März
Principles of Fintech
Financial Technology, Business Models and Strategic Innovation
Kogan Page, 2027
978-1-3986-2913-4
ca. 125.00 CHF
erscheint im Januar
Microfinance in Cambodia
Development, Role, and Prospects
Taylor and Francis, 2026
978-1-041-08998-8
ca. 250.00 CHF
lieferbar in ca. 10-20 Arbeitstagen
Multiscale Financial Data Analytics And Machine Learning
World Scientific Publishing, 2027
978-981-1295-96-6
ca. 149.00 CHF
erscheint im Januar
Finance In Non-financial Problems
World Scientific Publishing, 2027
978-981-3227-49-1
ca. 150.00 CHF
lieferbar in ca. 10-20 Arbeitstagen