Stochastic Dominance Option Pricing: An Alternative Approach to Option Market Research
Stylianos Perrakis
Informasi Umum
Kode
20.21.1338
Klasifikasi
658.816 - Pricing
Jenis
Buku - Elektronik (E-Book)
Subjek
Pricing
No. Rak
Tel-U Gedung Manterawu Lantai 5 : Rak 22
Tel-U Purwokerto : Rak 8
Dilihat
114 kali
Informasi Lainnya
Abstraksi
This book addresses itself primarily to economists, financial engineers and mathematicians interested in theoretical models of financial derivatives that have empirical and practical implications. Its basic methodology employs the economic concept of stochastic dominance, a concept that was introduced more than 50 years ago in a different context, in order to explore some little-noticed elements of one of the most dynamic areas of finance, the valuation of options. The research that underlies it took place over a period of almost 40 years, starting in 1980 and continuing till now, with some of the most interesting contributions appearing during the last decade. The unified treatment that is presented here highlights its empirical significance, which has not been exhausted yet. Several potential research projects arising from its theoretical component are described in individual chapters.
Koleksi & Sirkulasi
Tersedia 1 dari total 1 Koleksi
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Pengarang
| Nama | Stylianos Perrakis |
| Jenis | Perorangan |
| Penyunting | |
| Penerjemah |
Penerbit
| Nama | Palgrave Macmillan |
| Kota | Switzerland |
| Tahun | 2019 |
Sirkulasi
| Harga sewa | IDR 0,00 |
| Denda harian | IDR 0,00 |
| Jenis | Non-Sirkulasi |
