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!
|
Be the first to leave a comment!