Deterministic and Stochastic Topics in Computational Finance - Rilegato

Calin, Ovidiu

 
9789813203075: Deterministic and Stochastic Topics in Computational Finance
Rilegato
ISBN 10: 9813203072 ISBN 13: 9789813203075
Casa editrice: World Scientific Pub Co Inc, 2017

Sinossi

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 book presents continuous time models for financial markets, starting from classical models such as Black-Scholes and evolving towards the most popular models today such as Heston and VAR.A key feature of the textbook is the large number of exercises, mostly solved, which are designed to help the reader to understand the material.The book is based on the author's lectures on topics on computational finance for senior and graduate students, delivered in USA (Princeton University and EMU), Taiwan and Kuwait. 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.Topics covered:

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Editore
World Scientific Pub Co Inc
Data di pubblicazione
2017
Lingua
Inglese
ISBN 10 
9813203072
ISBN 13 
9789813203075
Rilegatura
Copertina rigida
Numero di pagine
484
Contatto del produttore
non disponibile
Persona responsabile
non disponibile

Altre edizioni note dello stesso titolo

9789813203082: Deterministic and Stochastic Topics in Computational Finance

Edizione in evidenza

ISBN 10:  9813203080 ISBN 13:  9789813203082
Casa editrice: World Scientific Pub Co Inc, 2017
Brossura