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Options Under Transaction Costs (Paperback or Softback)
Language: English
Published by VDM Verlag Dr. Mueller E.K. 10/10/2008, 2008
ISBN 10: 3836492393 ISBN 13: 9783836492393
Paperback or Softback. Condition: New. Options Under Transaction Costs. Book.
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Options Under Transaction Costs
Language: English
Published by VDM Verlag Dr. Mueller E.K., DE, 2008
ISBN 10: 3836492393 ISBN 13: 9783836492393
Seller: Rarewaves.com USA, London, LONDO, United Kingdom
Seller rating 5 out of 5 stars
US$ 47.17
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Add to basketPaperback. Condition: New.
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Condition: New. pp. 344 63 Illus.
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Condition: New. pp. 344.
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Condition: As New. Unread book in perfect condition.
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Derivative Pricing in Discrete Time
Book 25 of 90: Springer Undergraduate MathematicsLanguage: English
Published by Springer London Ltd, GB, 2012
ISBN 10: 1447144074 ISBN 13: 9781447144076
Seller: Rarewaves.com USA, London, LONDO, United Kingdom
Seller rating 5 out of 5 stars
US$ 52.41
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Add to basketPaperback. Condition: New. 2013th.
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Condition: New. pp. 344.
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Condition: Neuf.
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Options Under Transaction Costs: Algorithms for Pricing and Hedging ofEuropean and American Options Under ProportionalTransaction Costs and Different Borrowing and Lending Rates
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
US$ 44.73
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Options Under Transaction Costs : Algorithms for Pricing and Hedging of European and American Options Under Proportional Transaction Costs and Different Borrowing and Lending Rates
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
US$ 44.71
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Derivative Pricing in Discrete Time (Springer Undergraduate Mathematics Series)
Book 25 of 90: Springer Undergraduate MathematicsSeller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
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Derivative Pricing in Discrete Time
Book 25 of 90: Springer Undergraduate MathematicsSeller: GreatBookPricesUK, Woodford Green, United Kingdom
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Derivative Pricing in Discrete Time
Book 25 of 90: Springer Undergraduate MathematicsSeller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
US$ 53.36
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US$ 65.06
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Add to basketPaperback. Condition: Brand New. pap/psc edition. 332 pages. 9.45x0.87x6.14 inches. In Stock.
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Options Under Transaction Costs
Language: English
Published by VDM Verlag Dr. Müller|VDM Verlag Dr. Müller e.K., 2008
ISBN 10: 3836492393 ISBN 13: 9783836492393
Condition: New.
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Options Under Transaction Costs
Language: English
Published by VDM Verlag Dr. Mueller E.K., DE, 2008
ISBN 10: 3836492393 ISBN 13: 9783836492393
US$ 44.82
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Add to basketPaperback. Condition: New.
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Options Under Transaction Costs : Algorithms for Pricing and Hedging ofEuropean and American Options Under ProportionalTransaction Costs and Different Borrowing and Lending Rates
Language: English
Published by VDM Verlag Dr. Müller, VDM Verlag Dr. Müller E.K., 2008
ISBN 10: 3836492393 ISBN 13: 9783836492393
Taschenbuch. Condition: Neu. Neuware - This book is aimed at researchers and PhD studentsin mathematical finance. It studies the pricing andhedging of options in żnancial markets withproportional transaction costs on trading in shares,modeled as bid-ask spreads, and different interestrates for borrowing and lending of cash. This isdone by means of fair pricing and super-hedging.The fair price of an option is any market price forit that does not allow traders to make profit withno risk, and a super-hedging strategy allows theseller and buyer to remain in a solvent positionafter respectively delivering and receiving theoption payoff. Efficient algorithms are presentedfor computing the bid and ask prices of European andAmerican options; these prices serve as bounds onthe fair prices. This unifies all existing algorithmsfor the calculation of such prices. As a by-product,a straightforward iterative method is found fordetermining the optimal super-hedging strategies(and stopping times) for both the buyer and sellerof an option, and also optimal stopping strategiesin the case of American options.
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Derivative Pricing in Discrete Time
Book 25 of 90: Springer Undergraduate MathematicsLanguage: English
Published by Springer London Ltd, GB, 2012
ISBN 10: 1447144074 ISBN 13: 9781447144076
US$ 49.97
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Ships from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketPaperback. Condition: New. 2013th.
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Options Under Transaction Costs : Algorithms for Pricing and Hedging of European and American Options Under Proportional Transaction Costs and Different Borrowing and Lending Rates
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
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Add to basketPaperback. Condition: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
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Condition: As New. Unread book in perfect condition.
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PAP. Condition: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
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Options Under Transaction Costs
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
Seller rating 4 out of 5 stars
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Add to basketPAP. Condition: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
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Derivative Pricing in Discrete Time
Book 25 of 90: Springer Undergraduate MathematicsLanguage: English
Published by Springer London Sep 2012, 2012
ISBN 10: 1447144074 ISBN 13: 9781447144076
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book provides an introduction to the mathematical modelling of real world financial markets and the rational pricing of derivatives, which is part of the theory that not only underpins modern financial practice but is a thriving area of mathematical research. The central theme is the question of how to find a fair price for a derivative; defined to be a price at which it is not possible for any trader to make a risk free profit by trading in the derivative.To keep the mathematics as simple as possible, while explaining the basic principles, only discrete time models with a finite number of possible future scenarios are considered. The theory examines the simplest possible financial model having only one time step, where many of the fundamental ideas occur, and are easily understood. Proceeding slowly, the theory progresses to more realistic models with several stocks and multiple time steps, and includes a comprehensive treatment of incomplete models. The emphasis throughout is on clarity combined with full rigour.The later chapters deal with more advanced topics, including how the discrete time theory is related to the famous continuous time Black-Scholes theory, and a uniquely thorough treatment of American options. The book assumes no prior knowledge of financial markets, and the mathematical prerequisites are limited to elementary linear algebra and probability. This makes it accessible to undergraduates in mathematics as well as students of other disciplines with a mathematical component. It includes numerous worked examples and exercises, making it suitable for self-study. 344 pp. Englisch.
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Kartoniert / Broschiert. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Provides a complete and rigorous treatment of no-arbitrage pricing for both European and American derivatives in complete and incomplete discrete marketsRequires only elementary linear algebra and probability theory, hence accessible to students o.
