Alexandre C Ziegler (45 results)
A Game Theory Analysis of Options: Corporate Finance and Financial Intermediation in Continuous Time
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hardcover. Condition: Gut. 192 Seiten; 9783540206682.3 Gewicht in Gramm: 2.
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gebundene Ausgabe. Condition: Gut. 198 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber und kann entsprechende Merkmale aufweisen (Rückenschild, Instituts-Stempel.). In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 445.
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Taschenbuch. Condition: Neu. A Game Theory Analysis of Options | Corporate Finance and Financial Intermediation in Continuous Time | Alexandre C. Ziegler | Taschenbuch | Springer Finance | xvi | Englisch | 2010 | Springer | EAN 9783642058462 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heid…elberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Modern option pricing theory was developed in the late sixties and early seventies by F. Black, R. e. Merton and M. Scholes as an analytical tool for pricing and hedging option contracts and over-the-counter warrants. How ever, already in the semin…al paper by Black and Scholes, the applicability of the model was regarded as much broader. In the second part of their paper, the authors demonstrated that a levered firm's equity can be regarded as an option on the value of the firm, and thus can be priced by option valuation techniques. A year later, Merton showed how the default risk structure of cor porate bonds can be determined by option pricing techniques. Option pricing models are now used to price virtually the full range of financial instruments and financial guarantees such as deposit insurance and collateral, and to quantify the associated risks. Over the years, option pricing has evolved from a set of specific models to a general analytical framework for analyzing the production process of financial contracts and their function in the financial intermediation process in a continuous time framework. However, very few attempts have been made in the literature to integrate game theory aspects, i. e. strategic financial decisions of the agents, into the continuous time framework. This is the unique contribution of the thesis of Dr. Alexandre Ziegler. Benefiting from the analytical tractability of contin uous time models and the closed form valuation models for derivatives, Dr.
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Seller: preigu, Osnabrück, Germanypreigu
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Taschenbuch. Condition: Neu. Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance | Alexandre C. Ziegler | Taschenbuch | Springer Finance | xiii | Englisch | 2010 | Springer | EAN 9783642055676 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartm…ann[at]springer[dot]com | Anbieter: preigu.
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Hardcover. Condition: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
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Seller: Mispah books, Redhill, SURRE, United KingdomMispah books
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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Continuous-time finance was developed in the late sixties and early seventies by R. C. Merton. Over the years, due to its elegance and analytical conve nience, the continuous-time paradigm has become the standard tool of anal ysis in portfolio theo…ry and asset pricing. However, and probably because it was developed hand in hand with option pricing, in which investors' expecta tions were thought not to matter, continuous-time finance has for a long time almost entirely neglected investors' beliefs. More recently, the development of martingale pricing techniques, in which expectations playa dominant role, and the blurring boundary between those methods and the original methods of continuous-time finance based on the Ito calculus, have allowed expecta tions to regain their central role in finance. The habilitation thesis of Professor Alexandre Ziegler is entirely devoted to the role of expectations in continuous-time finance. After a brief review of the literature, the author analyzes the consequences of incomplete informa tion and heterogeneous beliefs for optimal portfolio and consumption choice and equilibrium asset pricing. Relaxing the assumption that investors can ob serve expected dividend growth perfectly, the author shows that incomplete information affects stock prices and their dynamics, thus providing a potential explanation for the asset price bubble of the late 1990s. He also demonstrates how the presence of heterogeneous beliefs among investors affects their opti mal portfolios and their optimal consumption patterns.
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Condition: gut. 2003. Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance In deutscher Sprache. pages.
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Seller: Basi6 International, Irving, TX, U.S.A.Basi6 International
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Seller: Basi6 International, Irving, TX, U.S.A.Basi6 International
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Seller: Basi6 International, Irving, TX, U.S.A.Basi6 International
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Seller: Brook Bookstore On Demand, Napoli, NA, ItalyBrook Bookstore On Demand
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Language: English
Published by Springer Berlin Heidelberg Dez 2010, 2010
Series: Book 2 of 53 - Springer Finance
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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Modern option pricing theory was developed in the late sixties and early seventies by F. Black, R. e. Merton and M. Scholes as an analytical tool for pricing and hedging option contracts and over-the-counter warrants. How ever, alre…ady in the seminal paper by Black and Scholes, the applicability of the model was regarded as much broader. In the second part of their paper, the authors demonstrated that a levered firm's equity can be regarded as an option on the value of the firm, and thus can be priced by option valuation techniques. A year later, Merton showed how the default risk structure of cor porate bonds can be determined by option pricing techniques. Option pricing models are now used to price virtually the full range of financial instruments and financial guarantees such as deposit insurance and collateral, and to quantify the associated risks. Over the years, option pricing has evolved from a set of specific models to a general analytical framework for analyzing the production process of financial contracts and their function in the financial intermediation process in a continuous time framework. However, very few attempts have been made in the literature to integrate game theory aspects, i. e. strategic financial decisions of the agents, into the continuous time framework. This is the unique contribution of the thesis of Dr. Alexandre Ziegler. Benefiting from the analytical tractability of contin uous time models and the closed form valuation models for derivatives, Dr. 192 pp. Englisch.
