Code: 01663297
Financial Modeling
by Stéphane Crépey
This book examines financial modeling and computational finance from a BSDE perspective, presenting a unified view of the pricing and hedging theory across all asset classes as well as a review of quantitative finance tools. ... more
- Language:
English - Binding: Hardback
- Number of pages: 459
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2013
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80.73 €
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Book synopsis
This book examines financial modeling and computational finance from a BSDE perspective, presenting a unified view of the pricing and hedging theory across all asset classes as well as a review of quantitative finance tools.
Book details
Book category Books in English Mathematics & science Mathematics Calculus & mathematical analysis
80.73 €
- Full title: Financial Modeling
- Subtitle: A Backward Stochastic Differential Equations Perspective
- Author: Stéphane Crépey
- Language: English
- Binding: Hardback
- Number of pages: 459
- EAN: 9783642371127
- ISBN: 3642371124
- ID: 01663297
- Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Weight: 850 g
- Dimensions: 242 × 165 × 31 mm
- Date of publishing: 08. June 2013
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