Financial Derivative Pricing under Probability Distortion Operator

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23,90 

ISBN: 333032774X
ISBN 13: 9783330327740
Autor: Godswill Uche, Achi
Verlag: LAP LAMBERT Academic Publishing
Umfang: 84 S.
Erscheinungsdatum: 29.06.2017
Auflage: 1/2017
Format: 0.6 x 22 x 15
Gewicht: 143 g
Produktform: Kartoniert
Einband: Kartoniert
Artikelnummer: 2579707 Kategorie:

Beschreibung

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.

Autorenporträt

The Author is a Chief Lecturer in the Department of Mathematics, Abia State Polytechnic, Aba, Nigeria. His research interests are in optimization, stochastic control and financial mathematics.

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