Financial Mathematics
portes grátis
Financial Mathematics
A Comprehensive Treatment
Makarov, Roman N.; Campolieti, Giuseppe
Taylor & Francis Ltd
10/2024
832
Mole
9781032917450
Pré-lançamento - envio 15 a 20 dias após a sua edição
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Introduction to Pricing and Management of Financial Securities. Discrete-Time Modeling. Continuous-Time Modeling. Computational Techniques. Appendix. Glossary of Symbols and Abbreviations. References. Index.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Early Exercise Boundary;CEV Process;Minimum Variance Portfolio;portfolio management;Black Scholes PDE;derivatives;Vg Process;Admissible Portfolios;Transition PDF;pricing and management of financial securities;Early Exercise Premium;stochastic processes;Smooth Pasting Condition;acturial sciences;Local Volatility Model;finance;Standard European Option;Giuseppe Campolieti;Optimal Exercise Boundary;Roman N. Makarov;Compound Poisson Process;CEV Model;Optimal Exercise Time;American Option;GBM Model;Standard Black Scholes Model;Underlying Asset Price Process;Heston Model;Risk Free Asset;Bermudan Option;Local Volatility;Early Exercise Options;Poisson Process
Introduction to Pricing and Management of Financial Securities. Discrete-Time Modeling. Continuous-Time Modeling. Computational Techniques. Appendix. Glossary of Symbols and Abbreviations. References. Index.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Early Exercise Boundary;CEV Process;Minimum Variance Portfolio;portfolio management;Black Scholes PDE;derivatives;Vg Process;Admissible Portfolios;Transition PDF;pricing and management of financial securities;Early Exercise Premium;stochastic processes;Smooth Pasting Condition;acturial sciences;Local Volatility Model;finance;Standard European Option;Giuseppe Campolieti;Optimal Exercise Boundary;Roman N. Makarov;Compound Poisson Process;CEV Model;Optimal Exercise Time;American Option;GBM Model;Standard Black Scholes Model;Underlying Asset Price Process;Heston Model;Risk Free Asset;Bermudan Option;Local Volatility;Early Exercise Options;Poisson Process
