Pricing and hedging of derivative securities /

An introduction to advanced probability theory in financial economics, this text covers: continuous-time stochastic processes; trading, pricing and hedging in continuous time; using the Martingale approach.

Gespeichert in:
1. Verfasser:
Nielsen, Lars Tyge
Format:
Elektronisch E-Book
Sprache:
Englisch
Veröffentlicht:
Oxford : Oxford University Press, 2023.
Zusammenfassung:
An introduction to advanced probability theory in financial economics, this text covers: continuous-time stochastic processes; trading, pricing and hedging in continuous time; using the Martingale approach.
Umfang:
1 online resource (xiii, 444 pages): illustrations (black and white).
Anmerkungen:
Previously issued in print: 1999.
Bibliografie:
Includes bibliographical references (pages 434-438) and index.
ISBN:
1-383-03324-2
Schlagworte:
Derivative securities > Prices.
Hedging (Finance)
Finance and Accounting.
Bezugswerke:
Links: