Contingent Claim Valuation
Part of the Springer Finance book series (FINANCE)
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This chapter develops general contingent claim pricing concepts fundamental to the subjects treated in subsequent chapters.
KeywordsStochastic Differential Equation Trading Strategy Price Process Forward Rate Contingent Claim
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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© Springer-Verlag Berlin Heidelberg 2001