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Financial Modeling - Stephane Crepey - Bog

- A Backward Stochastic Differential Equations Perspective

Bag om Financial Modeling

This book examines financial modeling and computational finance from a BSDE perspective, presenting a unified view of the pricing and hedging theory across all asset classes as well as a review of quantitative finance tools.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783642442520
  • Indbinding:
  • Paperback
  • Sideantal:
  • 459
  • Udgivet:
  • 10. Juli 2015
  • Udgave:
  • 2013
  • Størrelse:
  • 235x155x25 mm.
  • Vægt:
  • 7197 g.
  • 2-3 uger.
  • 7. Juni 2024

Normalpris

Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Financial Modeling

This book examines financial modeling and computational finance from a BSDE perspective, presenting a unified view of the pricing and hedging theory across all asset classes as well as a review of quantitative finance tools.

Brugerbedømmelser af Financial Modeling



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