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options pricing » optimal pricing

1
by Repplinger, Detlef
Published 2008
Springer Berlin Heidelberg
Table of Contents: ...The option pricing framework -- The Edgeworth Expansion -- The Integrated Edgeworth Expansion...

2
by Profeta, Christophe, Roynette, Bernard, Yor, Marc
Published 2010
Springer Berlin Heidelberg
Table of Contents: ... Times up to a Finite Horizon -- Put Option as Joint Distribution Function in Strike and Maturity...

3
by Rostek, Stefan
Published 2009
Springer Berlin Heidelberg
Table of Contents: ... Brownian Market:Arbitrage and Its Exclusion -- Risk Preference Based Option Pricing in a Continuous Time...

4
by Pascucci, Andrea
Published 2011
Springer Milan
... in the modern theory of option pricing. The text is designed for readers with a basic mathematical background...

5
by Ratanov, Nikita, Kolesnik, Alexander D.
Published 2022
Springer Berlin Heidelberg
Table of Contents: ... -- 4.Asymmetric Jump-Telegraph Processes -- 5.Financial Modelling and Option Pricing -- Index....

6
by Kolesnik, Alexander D., Ratanov, Nikita
Published 2013
Springer Berlin Heidelberg
Table of Contents: ... -- 4.Asymmetric Jump-Telegraph Processes -- 5.Financial Modelling and Option Pricing -- Index.  ...

7
Published 2009
Springer Berlin Heidelberg
Table of Contents: ... of Option Pricing and Hedging -- The Early History of Option Contracts -- Bruno de Finetti, Actuarial...

8
by Roman, Steven
Published 2012
Springer New York
Table of Contents: ... Background on Options -- 2 An Aperitif on Arbitrage -- Part 2 Discrete-Time Pricing Models -- 3 Discrete...

9
by Wang, Song
Published 2020
Springer Nature Singapore
Table of Contents: ...-factor option models -- 5. The super-convergent finite volume method for pricing options...

10
by Chorro, Christophe, Guégan, Dominique, Ielpo, Florian
Published 2015
Springer Berlin Heidelberg
... delivered by the dynamic evolution of financial asset returns are strongly related to option prices...

11
by Schöne, Max
Published 2015
Springer Fachmedien Wiesbaden
Table of Contents: ...Empirical Analysis of Statistical Commodity Price Properties -- Stochastic Volatility, Jump...

12
by Onimus, Jil Caroline
Published 2011
Gabler Verlag
... pricing. She identifies the baskets of real options embedded in model venture capital contracts...

13
by Mostafa, Fahed, Dillon, Tharam, Chang, Elizabeth
Published 2017
Springer International Publishing
Table of Contents: ...CHAPTER 1 Introduction -- CHAPTER 2 Time Series Modelling -- CHAPTER 3 Options and Options Pricing...

14
by Leung, Tim, Santoli, Marco
Published 2016
Springer International Publishing
Table of Contents: ...Introduction -- Price Dynamics of Leveraged ETFs -- Risk Analysis of Leveraged ETFs -- Options...

15
by Schulmerich, Marcus
Published 2010
Springer Berlin Heidelberg
Table of Contents: ...Real Options in Theory and Practice -- Stochastic Models for the Term Structure of Interest Rates...

16
by Schulmerich, Marcus
Published 2005
Springer Berlin Heidelberg
Table of Contents: ...Real Options in Theory and Practice -- Stochastic Models for the Term Structure of Interest Rates...

17
by Herwig, Tobias
Published 2006
Springer Berlin Heidelberg
Table of Contents: ...Construction of Arbitrage-Free Implied Trees: A New Approach -- Market-Conform Option Valuation...

18
by Hellermann, Rolf
Published 2006
Springer Berlin Heidelberg
Table of Contents: ... and Revenue Management -- Capacity-Option Pricing Model -- Model Results and Comparative Statics -- Model...

19
by OLIVEIRA, CARLOS.
Published 2016
Apress
Table of Contents: ...Chapter 1: Options Concepts -- Chapter 2: Financial Derivatives -- Chapter 3: Basic Algorithms...

20
by Oliveira, Carlos
Published 2023
Apress
Table of Contents: ...++ -- Chapter 11: Solving Models Based on Differential Equations -- Chapter 12: Basic Models for Options Pricing...