Kód: 01255985
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 ... celý popis
Angličtina
110.78 €
Bežne: 122.74 €
Ušetríte 11.96 €

Nákupom získate 268 bodov
Anotácia knihy
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.
Parametre knihy
Zaradenie knihy Knihy po anglicky Mathematics & science Mathematics Calculus & mathematical analysis
110.78 €
Angličtina
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