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Financial Modeling

A Backward Stochastic Differential Equations Perspective

Language EnglishEnglish
Book Hardback
Book Financial Modeling Stéphane Crépey
Libristo code: 01663297
This book examines financial modeling and computational finance from a BSDE perspective, presenting...
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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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About the book

Full name Financial Modeling
Language English
Binding Book - Hardback
Date of issue 2013
Number of pages 459
EAN 9783642371127
ISBN 3642371124
Libristo code 01663297
Weight 850
Dimensions 165 x 242 x 31
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