Imperfections de marchés et méthodes d'evaluation et couverture d'options

Author:   Huyen pham
Publisher:   Birkhauser Verlag AG
Edition:   1998 ed.
ISBN:  

9788876422911


Pages:   121
Publication Date:   01 October 1998
Format:   Paperback
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

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Imperfections de marchés et méthodes d'evaluation et couverture d'options


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Overview

This book is taken from the lectures given at the ENSAE in March 1998 and at the Scuola Normale Superiore in May 1998. At the beginning of the 70's, the set of mathematical methods of finance were reduced to actuarial calculus. The modern approach uses the stochastic calculus theory and evidences the duality between problems of arbitrage and valorisation and a set of martingale probabilities.

Full Product Details

Author:   Huyen pham
Publisher:   Birkhauser Verlag AG
Imprint:   Scuola Normale Superiore
Edition:   1998 ed.
Dimensions:   Width: 17.00cm , Height: 1.00cm , Length: 24.00cm
Weight:   0.272kg
ISBN:  

9788876422911


ISBN 10:   8876422919
Pages:   121
Publication Date:   01 October 1998
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.
Language:   French

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