Derivative Security Pricing: Techniques, Methods and Applications - Xue-Zhong He,Christina Sklibosios Nikitopoulos,Carl Chiarella
-40% koodiga BOOKS
Saadetis 17-23 tööpäeva jooksul
30-päevane tagastamisõigus
The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling. By focusing more on the financial intuition of the applications rather than the mathematical formalities, the book provides the essential knowledge and understanding of fundamental concepts of stochastic finance, and how to implement them to develop pricing models for derivatives as well as to m ... Täielik kirjeldus
Võib-olla meeldib sulle ka
TOP
Unreasonable Hospitality: The Remarkable Power of Giving People More Than They Expect
-40% koodiga BOOKS
Meie tarnija laos
TOP
Never Split the Difference: Negotiating as if Your Life Depended on It
-40% koodiga BOOKS
Laos
TOP
The 7 Habits of Highly Effective People. 30th Anniversary Edition: Powerful Lessons in Personal Change
Jim Collins, Sean Covey, Stephen R. Covey
-40% koodiga BOOKS
Laos
TOP
Atomic Habits: An Easy & Proven Way to Build Good Habits & Break Bad Ones
-40% koodiga BOOKS
Meie tarnija laos
TOP
Radical Candor: Be a Kick-Ass Boss Without Losing Your Humanity
-40% koodiga BOOKS
Meie tarnija laos
TOP
The Psychology of Money: Timeless Lessons on Wealth, Greed, and Happiness
-40% koodiga BOOKS
Laos
TOP
The Infinity Machine: Demis Hassabis, DeepMind, and the Quest for Superintelligence
-40% koodiga BOOKS
Meie tarnija laos
TOP
Legacy: What The All Blacks Can Teach Us About The Business Of Life
-40% koodiga BOOKS
Meie tarnija laos
TOP
Vienna: How the City of Ideas Created the Modern World
-40% koodiga BOOKS
Meie tarnija laos
TOP
1873: The Rothschilds, the First Great Depression, and the Making of the Modern World
-40% koodiga BOOKS
Meie tarnija laos
TOP
The Lean Startup: How Today's Entrepreneurs Use Continuous Innovation to Create Radically Successful Businesses
-40% koodiga BOOKS
Laos
TOP
Radical Candor: Be a Kick-Ass Boss Without Losing Your Humanity
-40% koodiga BOOKS
Meie tarnija laos
TOP
Co-Intelligence: Living and Working with AI
-40% koodiga BOOKS
Meie tarnija laos
TOP
The First 90 Days: Proven Straegies for Getting up to Speed faster and smarter
-40% koodiga BOOKS
Meie tarnija laos
TOP
Surrounded by Idiots Revised & Expanded Edition: The Four Types of Human Behavior and How to Effectively Communicate with Each in Business (and in Life)
-40% koodiga BOOKS
Meie tarnija laos
TOP
The Common Good Economy: A New Compass
-40% koodiga BOOKS
Meie tarnija laos
TOP
Berkshire Hathaway Letters to Shareholders: 1965-2024
-40% koodiga BOOKS
Meie tarnija laos
TOP
One Up On Wall Street: How To Use What You Already Know To Make Money in the Market
-40% koodiga BOOKS
Meie tarnija laos
Kirjeldus
The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling. By focusing more on the financial intuition of the applications rather than the mathematical formalities, the book provides the essential knowledge and understanding of fundamental concepts of stochastic finance, and how to implement them to develop pricing models for derivatives as well as to model spot and forward interest rates. Furthermore an extensive overview of the associated literature is presented and its relevance and applicability are discussed. Most of the key concepts are covered including Itös Lemma, martingales, Girsanov¿s theorem, Brownian motion, jump processes, stochastic volatility, American feature and binomial trees. The book is beneficial to higher-degree research students, academics and practitioners as it provides the elementary theoretical tools to apply the techniques of stochastic finance in research or industrial problems in the field.
Lisateave
| Autor | Xue-Zhong He, Christina Sklibosios Nikitopoulos, Carl Chiarella |
|---|---|
| Kirjastaja | Springer Berlin Heidelberg |
| Series | Dynamic Modeling and Econometrics in Economics and Finance |
| Väljalaskeaasta | 2015 |
| Kaanetüüp | Kõvakaaneline |
| EAN | 9783662459058 |