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Financial Derivative Pricing under Probability Distortion Operator

Language EnglishEnglish
Book Paperback
Book Financial Derivative Pricing under Probability Distortion Operator Achi Godswill Uche
Libristo code: 16616700
Publishers LAP Lambert Academic Publishing, November 2016
Now available in book form, this celebrated book has been prepared with readers' needs in mind remai... Full description
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22.69 €
44.37  лв
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Now available in book form, this celebrated book has been prepared with readers' needs in mind remaining systematic treatment of the subject while retaining its vitality. The book helps in equipping the graduate students for research into a subject of great interest and wide application in Physics, Engineering and financial assets model.It spans through useful topics such as Black-Scholes model, The Cauchy distribution under a simple transformation, Wang Distortion, NIG distortion, Esscher transformation, European options and Call options. It is highly recommendable.

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About the book

Full name Financial Derivative Pricing under Probability Distortion Operator
Author Achi Godswill Uche
Language English
Binding Book - Paperback
Date of issue 2017
Number of pages 84
EAN 9783330327740
Libristo code 16616700
Publishers LAP Lambert Academic Publishing
Weight 143
Dimensions 150 x 220 x 5

Categories

Mathematics & Science > Mathematics
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