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Autor(en): 
  • Nicolas Privault
  • Stochastic Finance: An Introduction with Market Examples 
     

    (Buch)
    Dieser Artikel gilt, aufgrund seiner Grösse, beim Versand als 3 Artikel!


    Übersicht

    Auf mobile öffnen
     
    Lieferstatus:   Auf Bestellung (Lieferzeit unbekannt)
    Veröffentlichung:  Dezember 2013  
    Genre:  Wirtschaft / Recht 
    ISBN:  9781466594029 
    EAN-Code: 
    9781466594029 
    Verlag:  Taylor and Francis 
    Einband:  Gebunden  
    Sprache:  English  
    Serie:  Chapman and Hall/CRC Financial Mathematics Series  
    Dimensionen:  H 234 mm / B 156 mm / D  
    Gewicht:  980 gr 
    Seiten:  442 
    Illustration:  Farb., s/w. Abb. 
    Bewertung: Titel bewerten / Meinung schreiben
    Inhalt:
    Stochastic Finance: An Introduction with Market Examples presents an introduction to pricing and hedging in discrete and continuous time financial models without friction, emphasizing the complementarity of analytical and probabilistic methods. It demonstrates both the power and limitations of mathematical models in finance, covering the basics of finance and stochastic calculus, and builds up to special topics, such as options, derivatives, and credit default and jump processes. It details the techniques required to model the time evolution of risky assets.

    The book discusses a wide range of classical topics including Black-Scholes pricing, exotic and American options, term structure modeling and change of numéraire, as well as models with jumps. The author takes the approach adopted by mainstream mathematical finance in which the computation of fair prices is based on the absence of arbitrage hypothesis, therefore excluding riskless profit based on arbitrage opportunities and basic (buying low/selling high) trading.

    With 104 figures and simulations, along with about 20 examples based on actual market data, the book is targeted at the advanced undergraduate and graduate level, either as a course text or for self-study, in applied mathematics, financial engineering, and economics.

      
     Empfehlungen... 
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     Stochastic Finance: A Numeraire Approach - (Buch)
     Stochastic Finance: An Introduction with Examples - (Buch)
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     Stochastic Finance - (Buch)
     Stochastic Finance - (Buch)
     Stochastic Finance: An Introduction with Examples - (Buch)
     Introduction to Stochastic Finance - (Buch)
     Introduction to Stochastic Finance with Market Exa - (Buch)
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