Financial Derivative Pricing under Probability Distortion Operator - Softcover

Godswill Uche, Achi

 
9783330327740: Financial Derivative Pricing under Probability Distortion Operator

Inhaltsangabe

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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Reseña del editor

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.

Biografía del autor

The Author is a Chief Lecturer in the Department of Mathematics, Abia State Polytechnic, Aba, Nigeria. His research interests are in optimization, stochastic control and financial mathematics.

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