• Anglický jazyk

Financial Derivative Pricing under Probability Distortion Operator

Autor: Achi Godswill Uche

Now available in book form, this celebrated book has been prepared with readers' needs in mind remaining systematic treatment of the subject while retaining its vitality. The book helps in equipping the graduate students for research into a subject of great... Viac o knihe

Na objednávku, dodanie 2-4 týždne

22.14 €

bežná cena: 24.60 €

O knihe

Now available in book form, this celebrated book has been prepared with readers' needs in mind remaining systematic treatment of the subject while retaining its vitality. The book helps in equipping the graduate students for research into a subject of great interest and wide application in Physics, Engineering and financial assets model.It spans through useful topics such as Black-Scholes model, The Cauchy distribution under a simple transformation, Wang Distortion, NIG distortion, Esscher transformation, European options and Call options. It is highly recommendable.

  • Vydavateľstvo: LAP LAMBERT Academic Publishing
  • Rok vydania: 2017
  • Formát: Paperback
  • Rozmer: 220 x 150 mm
  • Jazyk: Anglický jazyk
  • ISBN: 9783330327740

Generuje redakčný systém BUXUS CMS spoločnosti ui42.