The virtual universe of finance

MaRDI QIDQ2968566zbMATH OpenFDO

Authors Pierre Devolder

Publication date 20 March 2017

zbMATH Keywords

forward risk neutral measureoptions on zero coupon boundsrisk neutral measurezero coupon bonds

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Recommendations

• Changes of numéraire, changes of probability measure and option pricing
• Arbitrage pricing theory and risk-neutral measures
• Pricing convertible bonds and change of probability measure
• Fixing risk neutral risk measures
• scientific article; zbMATH DE number 1066451

Cited in

(1)

• Introduction to stochastic finance: random variables and arbitrage theory

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