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Deterministic And Stochastic Topics In Computational Finance

Language EnglishEnglish
Book Hardback
Book Deterministic And Stochastic Topics In Computational Finance Ovidiu Calin
Libristo code: 15507579
Publishers World Scientific Publishing Co Pte Ltd, January 2017
What distinguishes this book from other texts on mathematical finance is the use of both probabilist... Full description
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135.91 €
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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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About the book

Full name Deterministic And Stochastic Topics In Computational Finance
Author Ovidiu Calin
Language English
Binding Book - Hardback
Date of issue 2017
Number of pages 484
EAN 9789813203075
ISBN 9813203072
Libristo code 15507579
Publishers World Scientific Publishing Co Pte Ltd
Weight 960
Dimensions 175 x 250 x 30

Categories

Economics, Finance, Business & Management > Finance & accounting > Finance
Mathematics & Science > Mathematics > Applied mathematics
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