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Introduction to stochastic finance with market examples second edition

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Introduction to Stochastic Finance with Market Examples, Second Edition 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, and details the techniques required to model the time evolution of risky assets. The book discusses a wide range of classical topics including Black–Scholes pricing, American options, derivatives, term structure modeling, and change of numéraire. It also builds up to special topics, such as exotic options, stochastic volatility, and jump processes.

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Ketersediaan

Informasi Detail

Judul Seri

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No. Panggil

332.024 NIC i

Penerbit

New York : Chapman & Hall., 2022

Deskripsi Fisik

663 page

Bahasa

English

ISBN/ISSN

9781003298670

Klasifikasi

332.024

Tipe Isi

text

Tipe Media

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Tipe Pembawa

-

Edisi

Ed. 2

Subjek

Umum
ebook

Info Detail Spesifik

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Pernyataan Tanggungjawab

Nicolas Privault

Versi lain/terkait

Lampiran Berkas

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