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A Benchmark Approach to Quantitative Finance

A Benchmark Approach to Quantitative Finance

David Heath / Eckhard Platen

107,26 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2010
Materia
Probabilidad y estadística
ISBN:
9783642065651
107,26 €
IVA incluido
Disponible

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Sobre IBD

Preliminaries from Probability Theory.- Statistical Methods.- Modeling via Stochastic Processes.- Diffusion Processes.- Martingales and Stochastic Integrals.- The Itô Formula.- Stochastic Differential Equations.- to Option Pricing.- Various Approaches to Asset Pricing.- Continuous Financial Markets.- Portfolio Optimization.- Modeling Stochastic Volatility.- Minimal Market Model.- Markets with Event Risk.- Numerical Methods.- Solutions for Exercises.

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  • A Benchmark Approach to Quantitative Finance
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