Andrew Lesniewski – författare

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3 produkter

1. 

   Girsanov, Numeraires, and All That

   Av Patrick S. Hagan, Andrew Lesniewski

   Häftad, 2022

   317 kr

   Lägg i varukorg

   In this Element the authors review the technique of the change of numeraire in the martingale approach to option pricing. Their intention is to present a reader friendly explanation of the technique itself, and illustrate how it is applied in various fields of quantitative finance as the basis for …

2. 

   Girsanov, Numeraires, and All That

   Av Andrew Lesniewski, Patrick S. Hagan

   E-bok, 2022

   303 kr

   Lägg i varukorg

   In this Element the authors review the technique of the change of numeraire in the martingale approach to option pricing. Their intention is to present a reader friendly explanation of the technique itself, and illustrate how it is applied in various fields of quantitative finance as the basis for …

3. 

   Girsanov, Numeraires, and All That

   Av Andrew Lesniewski, Patrick S. Hagan

   E-bok, 2022

   303 kr

   Lägg i varukorg

   In this Element the authors review the technique of the change of numeraire in the martingale approach to option pricing. Their intention is to present a reader friendly explanation of the technique itself, and illustrate how it is applied in various fields of quantitative finance as the basis for …