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One of the most exciting areas in finance consists in the challenging problem of finding among various approaches the most accurate methodology for pricing derivative instruments. This book investigates the analytical methods available for pricing Asian options in particular. It will be of a great interest not only to students and researchers in the subject of asset pricing but across the field of mathematical finance.

Produktbeschreibung
One of the most exciting areas in finance consists in the challenging problem of finding among various approaches the most accurate methodology for pricing derivative instruments. This book investigates the analytical methods available for pricing Asian options in particular. It will be of a great interest not only to students and researchers in the subject of asset pricing but across the field of mathematical finance.
Autorenporträt
Graduate from HEC Paris in 2009 with an MSc in Finance, Emna Nefzi is currently undertaking a PhD in finance at University Paris Dauphine with the aim to analyze the impact of heterogeneity among agents on assets pricing and equilibrium characteristics and assess its connection with bubbles formation in financial markets.