Code: 17964901
This book introduces algorithms for fast, accurate pricing of derivative contracts. These are developed in classical Black-Scholes markets, and extended to models based on multiscale stochastic volatility, to Lévy, additive and cl ... more
English
80.65 €
RRP: 89.35 €
You save 8.71 €

You get 195 loyalty points
Book synopsis
This book introduces algorithms for fast, accurate pricing of derivative contracts. These are developed in classical Black-Scholes markets, and extended to models based on multiscale stochastic volatility, to Lévy, additive and classes of Feller processes.
Book details
Book category Books in English Mathematics & science Mathematics Calculus & mathematical analysis
80.65 €
English
Collection points Bratislava a 12837 dalších
Copyright ©2008-26 najlacnejsie-knihy.sk All rights reservedPrivacyCookies
25678 collection points
Delivery 2.99 €
02/210 210 99 (8-15.30h)Shopping cart ( Empty )