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Autor(en): 
  • Robert C. Merton
  • The Impact on Option Pricing of Specification Error in the Underlying Stock Price Returns (Classic Reprint) 
     

    (Buch)
    Dieser Artikel gilt, aufgrund seiner Grösse, beim Versand als 2 Artikel!


    Übersicht
     
    Lieferstatus:   i.d.R. innert 7-14 Tagen versandfertig
    Genre:  Schulbücher 
    ISBN:  9780331884531 
    EAN-Code: 
    9780331884531 
    Verlag:  Forgotten Books 
    Einband:  Gebunden  
    Sprache:  English  
    Dimensionen:  H 229 mm / B 152 mm / D 9 mm 
    Gewicht:  269 gr 
    Seiten:  82 
    Zus. Info:  78:B&W 6 x 9 in or 229 x 152 mm Blue Cloth w/Jacket on White w/Gloss Lam 
    Bewertung: Titel bewerten / Meinung schreiben
    Inhalt:
    Excerpt from The Impact on Option Pricing of Specification Error in the Underlying Stock Price Returns

    At the heart of the derivation of the Black - Scholes option pricing formula is the arbitrage technique by which investors can follow a dynamic pértfolio strategy using the stock and riskless borrowing t0'exactly repro duce the return structure of an option. By following this strategy in com bination with a short position in an option, the investor can eliminate all risk from the total position, and hence to avoid arbitrage.opportunities.

    About the Publisher

    Forgotten Books publishes hundreds of thousands of rare and classic books. Find more at www.forgottenbooks.com

    This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully; any imperfections that remain are intentionally left to preserve the state of such historical works.

      



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