LIBROS DEL AUTOR: alexandre c ziegler

4 resultados para LIBROS DEL AUTOR: alexandre c ziegler

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  • Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance
    Alexandre C. Ziegler
    Continuous-time finance was developed in the late sixties and early seventies by R. C. Merton. Over the years, due to its elegance and analytical conve­ nience, the continuous-time paradigm has become the standard tool of anal­ ysis in portfolio theory and asset pricing. However, and probably because it was developed hand in hand with option pricing, in which investors’ expecta...
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    48,19 €

  • A Game Theory Analysis of Options
    Alexandre C. Ziegler
    Modern option pricing theory was developed in the late sixties and early seventies by F. Black, R. e. Merton and M. Scholes as an analytical tool for pricing and hedging option contracts and over-the-counter warrants. How­ ever, already in the seminal paper by Black and Scholes, the applicability of the model was regarded as much broader. In the second part of their paper, the ...
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    48,31 €

  • A Game Theory Analysis of Options
    Alexandre C. Ziegler
    Modern option pricing theory was developed in the late sixties and early seventies by F. Black, R. e. Merton and M. Scholes as an analytical tool for pricing and hedging option contracts and over-the-counter warrants. How­ ever, already in the seminal paper by Black and Scholes, the applicability of the model was regarded as much broader. In the secon...
    Disponible

    208,16 €

  • Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance
    Alexandre C. Ziegler
    After a brief review of the existing incomplete information literature, the effect of incomplete information on investors’ exptected utility, risky asset prices, and interest rates is described. It is demonstrated that increasing the quality of investors’ information need not increase their expected utility and the prices of risky assets. The impact o...
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    243,73 €