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Arbitrage Pricing of Contingent Claims
Sigrid Muller
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Description for Arbitrage Pricing of Contingent Claims
Paperback. Series: Lecture Notes in Economics and Mathematical Systems. Num Pages: 164 pages, biography. BIC Classification: LNCB. Category: (G) General (US: Trade). Dimension: 244 x 170 x 9. Weight in Grams: 301.
This book is intended as a contribution to the theory of contingent claim valuation based on arbitrage considerations. It is concerned with preference-free valuations of contingent claims (such as options written on a stock) in frictionless multiperiod securities markets that do not permit arbitrage profits. Besides the question of pricing it considers the possibility of hedging in securities markets. The research reported in this book was carried out at the Institut fUr Gesellschafts- und Wirtschaftswissenschaften, University of Bonn. While working in this field and preparing this monograph I received helpful comments and encouragement from many people, and I would like ... Read more
This book is intended as a contribution to the theory of contingent claim valuation based on arbitrage considerations. It is concerned with preference-free valuations of contingent claims (such as options written on a stock) in frictionless multiperiod securities markets that do not permit arbitrage profits. Besides the question of pricing it considers the possibility of hedging in securities markets. The research reported in this book was carried out at the Institut fUr Gesellschafts- und Wirtschaftswissenschaften, University of Bonn. While working in this field and preparing this monograph I received helpful comments and encouragement from many people, and I would like ... Read more
Product Details
Format
Paperback
Publication date
1985
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
164
Condition
New
Series
Lecture Notes in Economics and Mathematical Systems
Number of Pages
156
Place of Publication
Berlin, Germany
ISBN
9783540159735
SKU
V9783540159735
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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