The mathematics of derivatives securities with applications in MATLAB /
"The book is divided into two parts - the first part introduces probability theory, stochastic calculus and stochastic processes before moving on to the second part which instructs readers on how to apply the content learnt in part one to solve complex financial problems such as pricing and hed...
Clasificación: | Libro Electrónico |
---|---|
Autor principal: | Cerrato, Mario |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Hoboken :
John Wiley & Sons Inc.,
2012.
|
Colección: | Wiley finance series.
|
Temas: | |
Acceso en línea: | Texto completo |
Ejemplares similares
-
How to calculate options prices and their Greeks : exploring the black scholes model from delta to vega /
por: Ursone, Pierino, 1966-
Publicado: (2015) -
Financial derivative and energy market valuation : theory and implementation in MATLAB /
por: Mastro, Michael A., 1975-
Publicado: (2012) -
Stochastic finance : an introduction in discrete time.
por: Fllmer, Hans
Publicado: (2016) -
Financial derivative and energy market valuation : theory and implementation in MATLAB /
por: Mastro, Michael A., 1975-
Publicado: (2012) -
Computational Methods in Finance.
por: Hirsa, Ali
Publicado: (2012)