Option pricing and estimation of financial models with R /

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"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 c...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Iacus, Stefano M. (Stefano Maria)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Chichester, U.K. : J. Wiley & Sons, 2011.
Temas:
Options (Finance) > Prices > Mathematical models.
R (Computer program language)
Probabilities > Mathematical models.
Stochastic processes > Mathematical models.
Time-series analysis > Mathematical models.
Options (Finances) > Prix > Modèles mathématiques.
R (Langage de programmation)
Probabilités > Modèles mathématiques.
Processus stochastiques > Modèles mathématiques.
Série chronologique > Modèles mathématiques.
Options (Finance) > Prices > Mathematical models
Probabilities > Mathematical models
Stochastic processes > Mathematical models
Time-series analysis > Mathematical models
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