Derivative pricing. A problem-based primer (Q4621499)
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scientific article; zbMATH DE number 7020805
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Derivative pricing. A problem-based primer |
scientific article; zbMATH DE number 7020805 |
Statements
Derivative Pricing (English)
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12 February 2019
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derivatives instruments
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Black-Scholes formula
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arbitrage pricing
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binomial trees
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options
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stochastic modelling
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martingale measure
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0.8399179577827454
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0.838302493095398
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0.8367853760719299
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