Introduction to stochastic finance with market examples /

Weitere Versionen (2)

This book presents an introduction to pricing and hedging in discrete and continuous time financial models, emphasizing both analytical and probabilistic methods. It demonstrates both the power and limitations of mathematical models in finance, covering the basics of stochastic calculus for finance.

Gespeichert in:
1. Verfasser:
Privault, Nicolas
Format:
Elektronisch E-Book
Sprache:
Englisch
Veröffentlicht:
Boca Raton, FL : CRC Press, Taylor & Francis Group, 2023
Ausgabe:
2nd ed.
Zusammenfassung:
This book presents an introduction to pricing and hedging in discrete and continuous time financial models, emphasizing both analytical and probabilistic methods. It demonstrates both the power and limitations of mathematical models in finance, covering the basics of stochastic calculus for finance.
Umfang:
1 online resource (663 pages)
Anmerkungen:
In English.
ISBN:
1-00-329867-2
1-000-77895-9
1-003-29867-2
1-000-77900-9
9781003298670
Schlagworte:
Securities > Prices > Mathematical models.
Finance > Mathematical models.
Stochastic analysis.
Bezugswerke:
Links: