LIBROS DEL AUTOR: sigrid muller

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  • Arbitrage Pricing of Contingent Claims
    Sigrid Müller
    This book is intended as a contribution to the theory of contingent claim valuation based on arbitrage considerations. It is concerned with preference-free valuations of contingent claims (such as options written on a stock) in frictionless multiperiod securities markets that do not permit arbitrage profits. Besides the question of pricing it consider...
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