Kniha Deterministic And Stochastic Topics In Computational Finance Ovidiu Calin

Deterministic And Stochastic Topics In Computational Finance

Autor: Ovidiu Calin
Jazyk: Angličtina
Vazba: Pevná
Dostupnost: Skladem u dodavatele
Odesíláme za 10-13 dnů
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What distinguishes this book from other texts on mathematical finance is the use of both probabilist...

Informace o knize

Autor
Jazyk
Angličtina
Vazba
Kniha - Pevná
Vydáno
2017
Stránek
484
EAN
9789813203075
ISBN
9813203072
Enbook ID
15507579
Hmotnost
960
Rozměry
175 x 250 x 30

Kompletní popis

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

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