Option Pricing Incomplete

Advanced Option Pricing Models [Repost]  

Posted by AlenMiler at Oct. 13, 2014
Advanced Option Pricing Models [Repost]

Advanced Option Pricing Models by Jeffrey Owen Katz
McGraw-Hill Professional | January 9, 2009 | English | ISBN: 0071626441, 0071406050 | 448 pages | PDF | 2 MB

Advanced Option Pricing Models details specific conditions under which current option pricing models fail to provide accurate price estimates and then shows option traders how to construct improved models for better pricing in a wider range of market conditions.
Option Pricing in Incomplete Markets: Modeling Based on Geometric Lévy Processes and Minimal Entropy Martingale Measures

Option Pricing in Incomplete Markets: Modeling Based on Geometric Lévy Processes and Minimal Entropy Martingale Measures (Series in Quantitative Finance, Book 3) by Yoshio Miyahara
English | 2011 | ISBN: 1848163479 | ISBN-13: 9781848163478 | 200 pages | PDF | 2,3 MB

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.

Risk-adjusted Lending Conditions: An Option Pricing Approach (repost)  eBooks & eLearning

Posted by arundhati at Sept. 20, 2016
Risk-adjusted Lending Conditions: An Option Pricing Approach (repost)

Werner Rosenberger, "Risk-adjusted Lending Conditions: An Option Pricing Approach"
2003 | ISBN-10: 0470847522 | 186 pages | PDF | 1 MB

Mathematical Modeling and Methods of Option Pricing (Repost)  eBooks & eLearning

Posted by step778 at April 13, 2016
Mathematical Modeling and Methods of Option Pricing (Repost)

Lishang Jiang, "Mathematical Modeling and Methods of Option Pricing"
2005 | pages: 342 | ISBN: 9812563695 | PDF | 7,2 mb

Nonlinear Option Pricing (Repost)  

Posted by insetes at Feb. 4, 2016
Nonlinear Option Pricing (Repost)

Nonlinear Option Pricing By Julien Guyon, Pierre Henry-Labordere
2014 | 484 Pages | ISBN: 1466570334 | PDF | 9 MB
Espen Gaarder Haug - The Complete Guide to Option Pricing Formulas, 2 edition [Repost]

Espen Gaarder Haug - The Complete Guide to Option Pricing Formulas, 2 edition
2006 | ISBN: 0071389970 | English | 538 pages | PDF | 10 MB

Nonlinear Option Pricing (Repost)  

Posted by happy4all at Jan. 3, 2016
Nonlinear Option Pricing (Repost)

Nonlinear Option Pricing By Julien Guyon, Pierre Henry-Labordere
2014 | 484 Pages | ISBN: 1466570334 | PDF | 5 MB

Nonlinear Option Pricing [Repost]  

Posted by Rare-1 at Dec. 22, 2015
Nonlinear Option Pricing [Repost]

Nonlinear Option Pricing By Julien Guyon, Pierre Henry-Labordere
2014 | 484 Pages | ISBN: 1466570334 | PDF | 5 MB
Option Pricing and Estimation of Financial Models with R (repost)

Option Pricing and Estimation of Financial Models with R by Stefano M. Iacus
English | May 24, 2011 | ISBN: 0470745843 | 478 pages | PDF | 4,4 MB

Nonlinear Option Pricing (Repost)  

Posted by happy4all at Nov. 24, 2015
Nonlinear Option Pricing (Repost)

Nonlinear Option Pricing By Julien Guyon, Pierre Henry-Labordere
2014 | 484 Pages | ISBN: 1466570334 | PDF | 5 MB