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Option Prices As Probabilities: a New Look at Generalized Black-scholes Formulae - Springer Finance / Springer Finance Lecture Notes Christophe Profeta 2010 edition
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Option Prices As Probabilities: a New Look at Generalized Black-scholes Formulae - Springer Finance / Springer Finance Lecture Notes
Christophe Profeta
The Black-Scholes formula plays a central role in Mathematical Finance; it gives the right price at which buyer and seller can agree. This volume gives a representation of the Black-Scholes formula in terms of Brownian last passages times.
270 pages, 3 black & white illustrations, biography
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | February 12, 2010 |
| ISBN13 | 9783642103940 |
| Publishers | Springer-Verlag Berlin and Heidelberg Gm |
| Pages | 270 |
| Dimensions | 156 × 234 × 15 mm · 408 g |
| Language | English |
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