Kód: 01661472
Analytically Tractable Stochastic Stock Price Models
Autor Archil Gulisashvili
This book offers sharp asymptotic formulas with error estimates for distribution densities of stock prices, option pricing functions and implied volatilities in stochastic volatility models. For readers familiar with stochastic an ... celý popis
- Jazyk:
Angličtina - Väzba: Pevná
- Počet strán: 362
Nakladateľ: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2012
- Viac informácií o knihe
114.42 €
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Viac informácií o knihe Analytically Tractable Stochastic Stock Price Models
Nákupom získate 283 bodov
Anotácia knihy
This book offers sharp asymptotic formulas with error estimates for distribution densities of stock prices, option pricing functions and implied volatilities in stochastic volatility models. For readers familiar with stochastic analysis and probability theory.
Parametre knihy
Zaradenie knihy Knihy po anglicky Mathematics & science Mathematics Applied mathematics
114.42 €
- Celý názov: Analytically Tractable Stochastic Stock Price Models
- Autor: Archil Gulisashvili
- Jazyk: Angličtina
- Väzba: Pevná
- Počet strán: 362
- EAN: 9783642312137
- ISBN: 3642312136
- ID: 01661472
- Nakladateľ: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Hmotnosť: 702 g
- Rozmery: 162 × 240 × 25 mm
- Dátum vydania: 05. September 2012
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