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Viac informácií o knihe Option pricing and Estimation of Financial Models with R

• Parametre knihy
• Anotácia kniha
• Obľúbené z iného súdka

Nákupom získate 374 bodov

Anotácia knihy

Presents inference and simulation of stochastic process in the field of model calibration for financial times series modeled with continuous time processes and numerical option pricing. Introduces the basis of probability theory and goes on to explain how to model financial times series with continuous models, how to calibrate them and covers option pricing with one or more underlying assets based on these models.§Analysis and implementation of models based on switching models or models with jumps are featured along with new models (Levy and telegraph process modeling) and topics such as; volatilty, covariation, p-variation and regime switching analysis, attention is focused on the calibration of these topics from a statistical viewpoint.§The book features problems with solutions and examples. All the examples and R code are available as an additional R package, therefore all the examples can be reproduced.

Parametre knihy

Zaradenie knihy Knihy po anglicky Mathematics & science Mathematics

• Celý názov: Option pricing and Estimation of Financial Models with R
• Autor: Stefano M. Iacus
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 472
• EAN: 9780470745847
• ISBN: 0470745843
• ID: 01388885
• Nakladateľ: John Wiley & Sons Inc
• Hmotnosť: 810 g
• Rozmery: 237 × 163 × 29 mm
• Dátum vydania: 25. March 2011

Obľúbené z iného súdka

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