Option Prices as Probabilities 2024 pdf epub mobi 电子书

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发表于2024-11-23

Option Prices as Probabilities 2024 pdf epub mobi 电子书

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出版者:Springer

作者:Christophe Profeta

出品人:

页数:270

译者:

出版时间:2010-02-26

价格:USD 69.95

装帧:Paperback

isbn号码:9783642103940

丛书系列:springer finance

图书标签: 金融数学 Finance

Option Prices as Probabilities 2024 pdf epub mobi 电子书图书描述

The Black-Scholes formula plays a central role in Mathematical Finance; it gives the right price at which buyer and seller can agree with, in the geometric Brownian framework, when strike K and maturity T are given. This yields an explicit well-known formula, obtained by Black and Scholes in 1973. The present volume gives another representation of this formula in terms of Brownian last passages times, which, to our knowledge, has ever been made in this sense.The volume is devoted to various extensions and discussions of features and quantities stemming from the last passages times representation in the Brownian case such as: past-future martingales, last passage times up to a finite horizon, pseudo-inverses of processes... They are developed in eight chapters, with complements, appendices and exercises.

Option Prices as Probabilities 2024 pdf epub mobi 电子书

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