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This volume offers the reader practical methods to compute the option prices in the incomplete asset markets. The [GLP & MEMM] pricing models are clearly introduced, and the properties of these models are discussed in great detail. It is shown that the geometric Levy process (GL…
Mathematics in finance: UIMP-RSME Lluis A. Santaló Summer School, Mathema…
by Universidad Internacional Menéndez Pelayo, Sede Santander, Carrillo Menéndez, Santiago, Fernández Pérez, José Luis, Santaló Summer School, Santander, American Mathematical Society, Real Sociedad Matemática Espaänola, Real Sociedad Matemática Española
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Type: Book
With more and more physicists and physics students exploring the possibility of utilizing their advanced math skills for a career in the finance industry, this much-needed book quickly introduces them to fundamental and advanced finance principles and methods. Quantitative Finan…