Code: 15507580
Deterministic And Stochastic Topics In Computational Finance
by Ovidiu Calin
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 o ... more
- Language:
English - Binding: Paperback
- Number of pages: 484
Publisher: World Scientific Publishing Co Pte Ltd, 2017
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Book synopsis
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 l
Book details
68.81 €
- Full title: Deterministic And Stochastic Topics In Computational Finance
- Author: Ovidiu Calin
- Language: English
- Binding: Paperback
- Number of pages: 484
- EAN: 9789813203082
- ISBN: 9813203080
- ID: 15507580
- Publisher: World Scientific Publishing Co Pte Ltd
- Weight: 761 g
- Dimensions: 244 × 170 × 26 mm
- Date of publishing: 24. January 2017
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