December 2013
Intermediate to advanced
484 pages
14h 54m
English
Content preview from Nonlinear Option Pricing
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Chapter 3
Some Excursions in Option Pricing
Be bold and mighty forces will come to your aid.
— Goethe
In this chapter, we explore a variety of advanced models and pricing con-
cepts that were not covered in [11] and are not often covered in monographs.
We first present various examples of complete market models, which try to
directly specify the dynamics of vanilla option prices in an arbitrage-free con-
sistent way. Although not all examples are fully conclusive, we believe it is
worth explaining them to point out where the difficulties are. Then, in order
to illustrate that replication and super-replication, presented in Chapter 1,
are not the only pricing ...
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O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.