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Deterministic And Stochastic Topics In Computational Finance

Name: Deterministic And Stochastic Topics In Computational Finance
Brand: World Scientific Publishing Co Pte Ltd
SKU: 15507580
Price: 72.2 EUR
Availability: InStock
Author: Ovidiu Calin
ISBN: 9789813203082

Ovidiu Calin

Jezik

Engleski

Knjiga Meki uvez

Libristo kod: 15507580

Nakladnici World Scientific Publishing Co Pte Ltd, siječanj 2017

What distinguishes this book from other texts on mathematical finance is the use of both probabilist... Cijeli opis

Libristo kod: 15507580

174 b

72.20 €

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What distinguishes this book from other texts on mathematical finance is the use of both probabilistic and PDEs tools to price derivatives for both constant and stochastic volatility models, by which the reader has the advantage of computing explicitly a l