Stochastic Dominance Option Pricing: An Alternative Approach to Option Market Research (Bog, Hardback, Engelsk)

Stochastic Dominance Option Pricing: An Alternative Approach to Option Market Research

(Bog, Hardback, Engelsk)
Forfatter: Stylianos Perrakis

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Beskrivelse

This book illustrates the application of the economic concept of stochastic dominance to option markets and presents an alternative option pricing paradigm to the prevailing no arbitrage simultaneous equilibrium in the frictionless underlying and option markets.

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Alle detaljer

Forlag Springer Nature Switzerland AG
Forfatter Stylianos Perrakis
Type Bog
Format Hardback
Sprog Engelsk
Udgave 2019 ed.
Udgivelsesdato 16-05-2019
Første udgivelsesår 2019
Illustrationer 19 Illustrations, black and white; XXIII, 277 p. 19 illus.
Originalsprog Switzerland
Sideantal 277
Indbinding Hardback
Forlag Springer Nature Switzerland AG
Sideoplysninger 277 pages, 19 Illustrations, black and white; XXIII, 277 p. 19 illus.
Mål 210 x 148
ISBN-13 / EAN-13 9783030115890