LIBROS DEL AUTOR: alet roux

2 resultados para LIBROS DEL AUTOR: alet roux

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  • Derivative Pricing in Discrete Time
    Alet Roux / Nigel J. Cutland
    This book provides an introduction to the mathematical modelling of real world financial markets and the rational pricing of derivatives, which is part of the theory that not only underpins modern financial practice but is a thriving area of mathematical research. The central theme is the question of how to find a fair price for a derivative; defined to be a price at which it i...
    Disponible

    45,14 €

  • Options Under Transaction Costs
    Alet Roux
    This book is aimed at researchers and PhD students in mathematical finance. It studies the pricing and hedging of options in financial markets with proportional transaction costs on trading in shares, modeled as bid-ask spreads, and different interest rates for borrowing and lending of cash. This is done by means of fair pricing and super-hedging. The fair price of an option is ...
    Disponible

    47,86 €