Option Theory with Stochastic Analysis
An Introduction to Mathematical Finance
Bemærk venligst, at den normale 14 dages fortrydelsesret ophører ved modtagelse af adgang til e-bogen.
Produkt beskrivelse
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.
Oplysninger om tilgængelighed
Vælg variant af e-bog i højre side, for at se tilgængelighedsoplysninger.
Detaljer
- ISBN13 9783642187865
- Udgivet 2012
- Forlag Springer
- Sprog Engelsk