Deterministic and Stochastic Topics in Computational Finance
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Book Overview
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 large number of prices for European, American and Asian derivatives.The book presents continuous time models for financial markets, starting from classical models such as Black-Scholes and evolving...
Format:Paperback
Language:English
ISBN:9813203080
ISBN13:9789813203082
Release Date:January 2017
Publisher:World Scientific Publishing Company
Length:484 Pages
Weight:1.68 lbs.
Dimensions:1.0" x 6.7" x 9.6"
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