Martingales and Financial Mathematics in Discrete Time. Benoîte de Saporta
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Название: Martingales and Financial Mathematics in Discrete Time

Автор: Benoîte de Saporta

Издательство: John Wiley & Sons Limited

Жанр: Математика

Серия:

isbn: 9781119885023

isbn:

СКАЧАТЬ 8.1. Possible trajectories for the random walk of four steps starting fro...Figure 8.2. Possible paths from (0, 0) to (3, 1). For a color version of this fi...Figure 8.3. Event tree for the financial market in Exercise 5.1Figure 8.4. Event tree for the financial market in Exercise 5.3Figure 8.5. Trajectories of the risky asset for the Cox, Ross and Rubinstein mod...Figure 8.6. Trajectories of the risky asset (blue) and the risk-free asset (gray...Figure 8.7. Trajectory of the logarithm of the wealth for the optimal strategy (...Figure 8.8. Trajectories of the expectation of the logarithm of the wealth for t...Figure 8.9. Trajectories of the wealth for the investment-withdrawal strategy in...Figure 8.10. Trajectories of the wealth for the investment-withdrawal strategy i...Figure 8.11. Trajectories of the logarithm of the cumulative withdrawal for the ...Figure 8.12. Trajectories of the expectation of the cumulative sum of the logari...Figure 8.13. Trajectories of the risky asset (blue) and the value of the Europea...Figure 8.14. Trajectories of the payoff for the American option with maturity da...Figure 8.15. Trajectories for the payoff (red) and for the value (blue) of an Am...

      List of Tables

      1 Chapter 8Table 8.1. Distribution of the random variable STable 8.2. Distribution of the random variable X7Table 8.3. The distribution of the random variable X6Table 8.4. Values for the probability p of satisfying all moviegoers based on th...Table 8.5. Trajectories of the payoff (Z) and of the value (U) of the American o...Table 8.6. Trajectories of the payoff (Z) and of the value (U) of the American o...

      Guide

      1  Cover

      2  Table of Contents

      3  Title Page

      4  Copyright

      5  Preface

      6  Introduction

      7  Begin Reading

      8  References

      9  Index

      10  End User License Agreement

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      37  СКАЧАТЬ