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Market-Consistent Prices [[electronic resource] ] : An Introduction to Arbitrage Theory / / by Pablo Koch-Medina, Cosimo Munari
| Market-Consistent Prices [[electronic resource] ] : An Introduction to Arbitrage Theory / / by Pablo Koch-Medina, Cosimo Munari |
| Autore | Koch-Medina Pablo |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Birkhäuser, , 2020 |
| Descrizione fisica | 1 online resource (XIX, 446 p. 44 illus., 1 illus. in color.) |
| Disciplina | 332.645 |
| Soggetto topico |
Probabilities
Game theory Probability Theory and Stochastic Processes Game Theory, Economics, Social and Behav. Sciences |
| ISBN | 3-030-39724-6 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNINA-9910483679903321 |
Koch-Medina Pablo
|
||
| Cham : , : Springer International Publishing : , : Imprint : Birkhäuser, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Market-Consistent Prices [[electronic resource] ] : An Introduction to Arbitrage Theory / / by Pablo Koch-Medina, Cosimo Munari
| Market-Consistent Prices [[electronic resource] ] : An Introduction to Arbitrage Theory / / by Pablo Koch-Medina, Cosimo Munari |
| Autore | Koch-Medina Pablo |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Birkhäuser, , 2020 |
| Descrizione fisica | 1 online resource (XIX, 446 p. 44 illus., 1 illus. in color.) |
| Disciplina | 332.645 |
| Soggetto topico |
Probabilities
Game theory Probability Theory and Stochastic Processes Game Theory, Economics, Social and Behav. Sciences |
| ISBN | 3-030-39724-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNISA-996418256803316 |
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Koch-Medina Pablo
|
||
| Cham : , : Springer International Publishing : , : Imprint : Birkhäuser, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||