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optimal pricing » optimal planning, optimal policies
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1
by Wang, Song
Published 2020
Springer Nature Singapore
Table of Contents: “...-factor option models -- 5. The super-convergent finite volume method for pricing options...”
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2
by Lee, Jaewoo
Published 2004
International Monetary Fund
Subjects: “...Options...”
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3
by Sinclair, Euan
Published 2010
Wiley
Table of Contents: “...History -- Introduction to options -- Arbitrage bounds for option prices -- Pricing models...”
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4
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...”
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5
by Buchen, Peter
Published 2012
CRC Press
Table of Contents: “... options -- Dual expiry options -- Two-asset rainbow options -- Barrier options -- Lookback options...”
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6
by Guyon, Julien, Henry-Labordere, Pierre
Published 2014
Taylor and Francis, an imprint of Chapman and Hall/CRC
Subjects: “...Options (Finance) / Prices / Mathematical models / fast...”
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7
by Clark, Iain J.
Published 2014
John Wiley & Sons Inc.
Table of Contents: “...Commodity Option Pricing; Contents; Acknowledgements; Web page for this book; Notation; List...”
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8
by Repplinger, Detlef
Published 2008
Springer Berlin Heidelberg
Table of Contents: “...The option pricing framework -- The Edgeworth Expansion -- The Integrated Edgeworth Expansion...”
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9
by Zhu, Jianwei
Published 2000
Springer Berlin Heidelberg
Table of Contents: “...1 Introduction -- 2 Modular Pricing of Options (MPO) -- 3 Extensions of MPO to Exotic Options -- 4...”
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10
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...”
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11
by Boberski, David
Published 2009
Bloomberg Press
Table of Contents: “...pt. 1. Markets and mechanisms -- pt. 2. The delivery option -- pt. 3. Contract design -- pt. 4. A...”
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12
by Passarelli, Dan
Published 2012
Bloomberg
Table of Contents: “...pt. 1. The basics of option greeks -- pt. 2. Spreads -- pt. 3. Volatility -- pt. 4. Advanced option...”
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13
by Roman, Steven
Published 2004
Springer New York
Table of Contents: “...Portfolio Risk Management -- Option Pricing Models -- Assumptions -- Arbitrage -- Probability I...”
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14
by Clark, Iain J.
Published 2011
Wiley
Subjects: “...Options (Finance) / Prices...”
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15
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...”
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16
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...”
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17
by Kallianpur, Gopinath, Karandikar, Rajeeva L.
Published 2000
Birkhäuser
Table of Contents: “...5 Girsanov’s Theorem -- 5.1 Auxiliary results -- 5.2 Girsanov’s Theorem -- 6 Option Pricing...”
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18
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....”
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19
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.  ...”
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20
by Mandler, Martin
Published 2003
Physica-Verlag HD
Table of Contents: “... Techniques for Extracting Risk-Neutral Probabilities from Option Prices -- 6 The Advantages and Disadvantages...”