DETERMINISTIC AND STOCHASTIC TOPICS IN COMPUTATIONAL FINANCE

Autori

• Ovidiu Calin

Parametri

Pagine

482pagine

Tempo di lettura

17ore

• Economia e affari

Maggiori informazioni sul libro

The book uniquely combines probabilistic methods and partial differential equations to effectively price derivatives under both constant and stochastic volatility models. This approach allows readers to explicitly compute a wide range of prices for European, American, and Asian derivatives, offering a comprehensive understanding of mathematical finance.

Per saperne di più

Lingua: Inglese

Pubblicato: 2016

(Copertina rigida)