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Imperfections de Marches Et Methodes d'Evaluation Et Couverture d'Options (French, Paperback) Loot Price: R398
Discovery Miles 3 980
Imperfections de Marches Et Methodes d'Evaluation Et Couverture d'Options (French, Paperback): Huyen Pham

Imperfections de Marches Et Methodes d'Evaluation Et Couverture d'Options (French, Paperback)

Huyen Pham

Series: Publications of the Scuola Normale Superiore

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Loot Price R398 Discovery Miles 3 980

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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.

General

Imprint: Edizioni Della Normale
Country of origin: Switzerland
Series: Publications of the Scuola Normale Superiore
Release date: October 1998
First published: October 1998
Authors: Huyen Pham
Dimensions: 236 x 170 x 10mm (L x W x T)
Format: Paperback - Trade
Pages: 121
ISBN-13: 978-88-7642-291-1
Languages: French
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Science & Mathematics > Mathematics > Optimization > Game theory
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LSN: 88-7642-291-9
Barcode: 9788876422911

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