Carr to discuss application of integral transforms to option pricing at Risk Europe

- Navroz Patel
- 28 Mar 2003

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

This alternative technique is applied in areas such as optics and engineering, as well as in financial derivatives pricing. It allows complex integrals to be evaluated straightforwardly when other well defined mathematical functions are included within the integration.

Carr is a professor at New York’s Courant Institute. His research has included many ground-breaking insights into the hedging and pricing of exotic derivatives. Carr’s recent research has focused on the application of group theory

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact info@risk.net to find out more.

You are currently unable to copy this content. Please contact info@risk.net to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email info@risk.net

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email info@risk.net