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预订 Option Prices as Probabilities [ISBN:9783642103940] 【全球购】进口原版图书，约5-8周到达国内后发出
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海外直订Dramaturgy in Motion: At Work on Dance and Movement Perf
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海外直订Women Directors: The Italian Way and Beyond 女导演:意大利的方式和超
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图书信息 书号： 9783642103940 作者： Christophe Profeta 装帧： 平装-胶订 页数： 270页 出版社： Springer 尺寸： 0.9 x 0.6 x 0.1 cm 出版日期： 2010-02-12 重量： 1g 语种： 其它（含多语） 内容简介 Discovered in the seventies, Black-Scholes formula continues to play a cen
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海外直订Women Directors: The Italian Way and Beyond 女导演:意大利的方式和超
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Product Details 基本信息 ISBN-13 书号 9780299305949 Author 作者 Profeta Format 版本 平装-胶订 Pages Number 页数 280页 Publisher 出版社 University of Wisconsin Press Publication Date 出版日期 2015-12-30 Shipping Weight 商品重量 0.85 Language 语种 其它（含多语） Book Contents 内容简介 "Dramaturgy in Motion" innovatively examines the work of the dramaturg in contemporary dance and movement performance. Katherine Profeta, a working dramaturg for more than fifteen years, shifts the focus from asking "Who is the dramaturg" to "What does the dramaturg think about?" Profeta explores five arenas for the dramaturg’s attention-text and language, research, audience, movement, and interculturalism. Drawing on her extended collaboration with choreographer and visual artist Ralph Lemon, she grounds her thinking in actual rehearsal-room examples and situates practice within theoretical discourse about
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Product Details 基本信息 ISBN-13 书号 9783642103940 Author 作者 Profeta Format 版本 平装-胶订 Pages Number 页数 270页 Publication Date 出版日期 2010-02-12 Shipping Weight 商品重量 450g Language 语种 英语 Book Contents 内容简介 Discovered in the seventies, Black-Scholes formula continues to play a central role in Mathematical Finance. We recall this formula. Let (B ,t 0; F ,t? 0, P) - t t note a standard Brownian motion with B = 0, (F ,t? 0) being its natural ?ltra- 0 t t tion. Let E := exp B? ,t? 0 denote the exponential martingale associated t t 2 to (B ,t? 0). This martingale, also called geometric Brownian motion, is a model t to describe the evolution of prices of a risky asset. Let, for every K? 0: + ? (t) :=E (K?E ) (0.1) K t and + C (t) :=E (E?K) (0.2) K t denote respectively the price of a European put, resp. of a European call, associated with this martingale. Let N be the cumulative distribut
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海外直订Option Prices as Probabilities: A New Look at Generalize
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