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Christophe Profeta 作者

Springer

译者

2010-02-26 出版日期

270 页数

USD 69.95 价格

Paperback

springer finance 丛书系列

9783642103940 图书编码

Option Prices as Probabilities 在线电子书图书标签: 金融数学 Finance

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Option Prices as Probabilities 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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Option Prices as Probabilities 在线电子书图书描述

The Black-Scholes formula plays a central role in Mathematical Finance; it gives the right price at which buyer and seller can agree with, in the geometric Brownian framework, when strike K and maturity T are given. This yields an explicit well-known formula, obtained by Black and Scholes in 1973. The present volume gives another representation of this formula in terms of Brownian last passages times, which, to our knowledge, has ever been made in this sense.The volume is devoted to various extensions and discussions of features and quantities stemming from the last passages times representation in the Brownian case such as: past-future martingales, last passage times up to a finite horizon, pseudo-inverses of processes... They are developed in eight chapters, with complements, appendices and exercises.

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