Deterministic and stochastic topics in computational finance
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 large number of prices for European, American...
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New Jersey
World Scientific
2017
|
| Subjects: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
MARC
| LEADER | 00000nam a2200000 i 4500 | ||
|---|---|---|---|
| 001 | 52578 | ||
| 003 | MY-KLNDU | ||
| 005 | 20241219014227.0 | ||
| 008 | 221104 2017 nju abi 001 0 eng d | ||
| 020 | |a 9789813203075 (hardcover) | ||
| 020 | |a 9813203072 (hardcover) | ||
| 039 | 9 | |a 202211041224 |b VLOAD |c 201912051447 |d johari |y 201904161513 |z helmey | |
| 040 | |a UPNM |b eng |c UPNM |e rda | ||
| 090 | |a HG 106 |b .C35 2017 | ||
| 100 | 1 | |a Calin, Ovidiu, |e author. | |
| 245 | 1 | 0 | |a Deterministic and stochastic topics in computational finance |c Ovidiu Calin. |
| 264 | 1 | |a New Jersey |b World Scientific |c 2017 | |
| 300 | |a xix, 461 pages |c 26 cm. | ||
| 336 | |a text |2 rdacontent | ||
| 337 | |a unmediated |2 rdamedia | ||
| 338 | |a volume |2 rdacarrier | ||
| 504 | |a Includes bibliographical references (pages 451-461) and index. | ||
| 520 | |a 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 large number of prices for European, American and Asian derivatives. The prerequisites are an introductory course in stochastic calculus, as well as the usual calculus sequence. The book is addressed to undergraduate and graduate students in Masters of Finance programs as well as to those who wish to become more efficient in their practical applications. | ||
| 592 | |a 37706 |b 26/08/2019 |c RM 546.30 |h Bookline | ||
| 650 | 0 | |a Finance |x Mathematical models. | |
| 650 | 0 | |a Stochastic analysis. | |
| 999 | |a vtls000063774 |c 52578 |d 52578 | ||