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Viac o knihe
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.
Nákup knihy
Girsanov, Numeraires, and All That, Patrick S Hagan, Andrew Lesniewski
- Jazyk
- Rok vydania
- 2022
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