Übersicht			Auf mobile öffnen

Lieferstatus:	Auf Bestellung (Lieferzeit unbekannt)
Veröffentlichung:	Juli 2008
Genre:	Schulbücher
	Applications of Mathematics / Applied mathematics / B / Economics, Mathematical / Engineering mathematics / Finance / Finance & accounting / Finance, general / Mathematical Modeling and Industrial Mathematics / Mathematical models / Mathematics and Statistics / Maths for engineers / Probabilities / Probability & statistics / Probability Theory / Probability Theory and Stochastic Processes / Public Economics / Public finance / Public finance & taxation / Quantitative Finance / Stochastics / Stochastik / Wahrscheinlichkeitsrechnung und Statistik mehr...
ISBN:	9783540422884
EAN-Code:	9783540422884
Verlag:	Springer EN
Einband:	Gebunden
Sprache:	English
Dimensionen:	H 235 mm / B 155 mm / D 38 mm
Gewicht:	980 gr
Seiten:	530
Illustration:	XV, 530 p.
Zus. Info:	EUDR exemption - product or manufacturing materials placed on the market prior to 31.12.2025.
Bewertung:	Titel bewerten / Meinung schreiben

Inhalt:

This book contains a comprehensive account of pricing models of financial derivatives, including exotic equity options, interest rate products and credit derivatives. It presents a self-contained treatment of risk neutral valuation theory, martingale measure, and tools in stochastic calculus required for the understanding of option pricing theory. Derivative pricing models are solved using various approaches, by martingale pricing theory and partial differential equation method. This text is targeted for students in mathematical finance. It also serves as a good reference for quantitative analysts and derivative traders in investment banks. Research results and concepts are made accessible to the reader through extensive set of exercises.