Contacto
Como comprar
Entrega
Guia de compras
Derivative Security Pricing
Techniques, Methods and Applications
Inglês
448 b
Até 30 dias para devoluções
Os clientes também compraram
/
Capa mole
40.34
€
/
Capa mole
34.36
€
The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling. By focusing more on the financial intuition of the applications rather than the mathematical formalities, the book provides the essential knowledge and understanding of fundamental concepts of stochastic finance, and how to implement them to develop pricing models for derivatives as well as to model spot and forward interest rates. Furthermore an extensive overview of the associated literature is presented and its relevance and applicability are discussed. Most of the key concepts are covered including Ito's Lemma, martingales, Girsanov's theorem, Brownian motion, jump processes, stochastic volatility, American feature and binomial trees. The book is beneficial to higher-degree research students, academics and practitioners as it provides the elementary theoretical tools to apply the techniques of stochastic finance in research or industrial problems in the field.
Sobre o livro
Inglês
Categorias
Ofereça este livro hoje
É fácil
1 Adicione ao carrinho e escolha Entregar como presente ao finalizar a compra 2 Receberá um vale 3 O livro chegará ao endereço do destinatárioTambém pode estar interessado em
/
Capa mole
17.18
€
/
Capa mole
10.30
€
/
Livro de capa dura
24.56
€
/
Capa mole
48.82
€
/
Livro de capa dura
30.72
€
Olá! Sou o Libroamiko, o seu conselheiro de livros.
Como posso ajudar?