Skip to main content

A General Pricing Formula

  • Chapter
Quantitative Finance

Part of the book series: Applied Quantitative Finance series ((AQF))

  • 769 Accesses

Abstract

When we collect all the axis of risk for a general mono underlying product, we need to take into account all the previous effects according to their contribution to the price and hitherto the cost of hedge.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

eBook
USD 16.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 16.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 99.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Author information

Authors and Affiliations

Authors

Copyright information

© 2015 Adil Reghai

About this chapter

Cite this chapter

Reghai, A. (2015). A General Pricing Formula. In: Quantitative Finance. Applied Quantitative Finance series. Palgrave Macmillan, London. https://doi.org/10.1057/9781137414502_6

Download citation

Publish with us

Policies and ethics