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1. |
Record Nr. |
UNINA990010006710403321 |
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Autore |
Yen, Jerome |
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Titolo |
Emerging financial derivatives : understanding exotic options and structured products / Jerome Yen and Kin Keung Lai |
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Pubbl/distr/stampa |
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New York : Routledge, Taylor & Francis Group, 2015 |
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ISBN |
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Descrizione fisica |
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Collana |
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Routledge advances in risk management ; 5 |
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Altri autori (Persone) |
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Disciplina |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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2. |
Record Nr. |
UNINA990004908190403321 |
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Autore |
Goulding, Sybil |
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Titolo |
Swift en France : Essai sur la Fortune et l'Influence de Swift en France au XVIII.e Siècle, suivi d'un apercu sur la fortune de Swift en France au cours du XIX Siècle / Sybil Goulding |
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Pubbl/distr/stampa |
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Paris : Lib. Ancienne Edouard Champion, 1924 |
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Descrizione fisica |
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II, 210 p., [3] tav. ; 26 cm |
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Collana |
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Bibliothèque de la revue de littèrature comparèe ; 15 |
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Locazione |
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Collocazione |
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Materiale a stampa |
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Livello bibliografico |
Monografia |
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3. |
Record Nr. |
UNISOBSOBE00021728 |
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Autore |
Epictetus |
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Titolo |
Il Manuale / Epitteto ; traduzione di Giacomo Leopardi ; con saggi delle Dissertazioni e coi frammenti di Musonio, a cura di Nicola Festa |
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Pubbl/distr/stampa |
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Milano, : Istituto Editoriale Italiano, [1914] |
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Titolo uniforme |
Enchiridion |
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Descrizione fisica |
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Collana |
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<Gli >Immortali e altri massimi scrittori. 1. Serie / raccolta diretta da Luigi Luzzatti e Ferdinando Martini ; 11 |
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Materiale a stampa |
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Livello bibliografico |
Monografia |
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4. |
Record Nr. |
UNINA9910483679903321 |
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Autore |
Koch-Medina Pablo |
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Titolo |
Market-Consistent Prices : An Introduction to Arbitrage Theory / / by Pablo Koch-Medina, Cosimo Munari |
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Pubbl/distr/stampa |
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Cham : , : Springer International Publishing : , : Imprint : Birkhäuser, , 2020 |
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ISBN |
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Edizione |
[1st ed. 2020.] |
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Descrizione fisica |
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1 online resource (XIX, 446 p. 44 illus., 1 illus. in color.) |
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Disciplina |
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Soggetti |
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Probabilities |
Game theory |
Probability Theory and Stochastic Processes |
Game Theory, Economics, Social and Behav. Sciences |
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Lingua di pubblicazione |
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Materiale a stampa |
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Monografia |
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Nota di contenuto |
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Introduction -- A full picture in the simplest case -- Part I: One-period models -- Finite probability spaces.-Random variables -- The space of random variables -- Separation theorems -- Positive linear functionals -- One-period models: The Law of One Price -- One-period models: The Fundamental Theorem of Asset Pricing -- One-period models: Incomplete markets -- Part II: Multi-period models -- Information and measurability.-Conditional probabilities and conditional expectation -- Stochastic processes and martingales -- Multi-period models: The Law of One Price -- Multi-period models: The Fundamental Theorem of Asset Pricing -- Multi-period models: Incomplete markets -- The Cox-Ross-Rubinstein model -- Optimal stopping -- Multi-period models: American claims -- Part III: The Black-Scholes formula -- The central limit theorem -- The Black-Scholes formula -- Appendices -- A Linear algebra -- B Normed spaces -- C. Combinatorics. |
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Sommario/riassunto |
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Arbitrage Theory provides the foundation for the pricing of financial derivatives and has become indispensable in both financial theory and financial practice. This textbook offers a rigorous and comprehensive introduction to the mathematics of arbitrage pricing in a discrete-time, finite-state economy in which a finite number of securities are traded. In a first step, various versions of the Fundamental Theorem of Asset |
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Pricing, i.e., characterizations of when a market does not admit arbitrage opportunities, are proved. The book then focuses on incomplete markets where the main concern is to obtain a precise description of the set of “market-consistent” prices for nontraded financial contracts, i.e. the set of prices at which such contracts could be transacted between rational agents. Both European-type and American-type contracts are considered. A distinguishing feature of this book is its emphasis on market-consistent prices and a systematic description of pricing rules, also at intermediate dates. The benefits of this approach are most evident in the treatment of American options, which is novel in terms of both the presentation and the scope, while also presenting new results. The focus on discrete-time, finite-state models makes it possible to cover all relevant topics while requiring only a moderate mathematical background on the part of the reader. The book will appeal to mathematical finance and financial economics students seeking an elementary but rigorous introduction to the subject; mathematics and physics students looking for an opportunity to get acquainted with a modern applied topic; and mathematicians, physicists and quantitatively inclined economists working or planning to work in the financial industry. |
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