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Anglický jazyk
Option Theory with Stochastic Analysis
Autor: Fred Espen Benth
This is a very basic and accessible introduction to option pricing, invoking a minimum of stochastic analysis and requiring only basic mathematical skills. It covers the theory essential to the statistical modeling of stocks, pricing of derivatives with... Viac o knihe
Na objednávku
59.39 €
bežná cena: 65.99 €
O knihe
This is a very basic and accessible introduction to option pricing, invoking a minimum of stochastic analysis and requiring only basic mathematical skills. It covers the theory essential to the statistical modeling of stocks, pricing of derivatives with martingale theory, and computational finance including both finite-difference and Monte Carlo methods.
- Vydavateľstvo: Springer Berlin Heidelberg
- Rok vydania: 2003
- Formát: Paperback
- Rozmer: 235 x 155 mm
- Jazyk: Anglický jazyk
- ISBN: 9783540405023
