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Pricing in (In)complete Markets Book

Pricing in (In)complete Markets
Pricing in (In)complete Markets, In this book, the authors investigate structural aspects of no arbitrage pricing of contingent claims and applications of the general pricing theory in the context of incomplete markets. A quasi-closed form pricing equation in terms of artificial probabil, Pricing in (In)complete Markets has a rating of 3.5 stars
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Pricing in (In)complete Markets, In this book, the authors investigate structural aspects of no arbitrage pricing of contingent claims and applications of the general pricing theory in the context of incomplete markets. A quasi-closed form pricing equation in terms of artificial probabil, Pricing in (In)complete Markets
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  • Pricing in (In)complete Markets
  • Written by author Angelika Esser
  • Published by Springer-Verlag New York, LLC, November 2007
  • In this book, the authors investigate structural aspects of no arbitrage pricing of contingent claims and applications of the general pricing theory in the context of incomplete markets. A quasi-closed form pricing equation in terms of artificial probabil
  • In this book, the authors investigate structural aspects of no arbitrage pricing of contingent claims and applications of the general pricing theory in the context of incomplete markets. A quasi-closed form pricing equation in terms of artificial probabil
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Book Categories

Authors

1Motivation and Overview1
2Pricing by Change of Measure and Numeraire9
3Comparison of Discrete and Continuous Models23
4Valuation of Power Options55
5Modeling Feedback Effects Using Stochastic Liquidity69
6Summary and Outlook95
APower Options in Stochastic Volatility Models97
References105
Abbreviations109
List of Symbols111
List of Figures117
List of Tables119
Index121


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Pricing in (In)complete Markets, In this book, the authors investigate structural aspects of no arbitrage pricing of contingent claims and applications of the general pricing theory in the context of incomplete markets. A quasi-closed form pricing equation in terms of artificial probabil, Pricing in (In)complete Markets

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Pricing in (In)complete Markets, In this book, the authors investigate structural aspects of no arbitrage pricing of contingent claims and applications of the general pricing theory in the context of incomplete markets. A quasi-closed form pricing equation in terms of artificial probabil, Pricing in (In)complete Markets

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Pricing in (In)complete Markets, In this book, the authors investigate structural aspects of no arbitrage pricing of contingent claims and applications of the general pricing theory in the context of incomplete markets. A quasi-closed form pricing equation in terms of artificial probabil, Pricing in (In)complete Markets

Pricing in (In)complete Markets

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