Related Books
Language: en
Pages: 521
Pages: 521
Type: BOOK - Published: 2013-06-29 - Publisher: Springer Science & Business Media
A comprehensive and self-contained treatment of the theory and practice of option pricing. The role of martingale methods in financial modeling is exposed. The
Language: en
Pages: 721
Pages: 721
Type: BOOK - Published: 2011-04-15 - Publisher: Springer Science & Business Media
This book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory of option pricing. The text is designed for
Language: en
Pages: 552
Pages: 552
Type: BOOK - Published: 2003-12-30 - Publisher: CRC Press
WINNER of a Riskbook.com Best of 2004 Book Award! During the last decade, financial models based on jump processes have acquired increasing popularity in risk m
Language: en
Pages: 258
Pages: 258
Type: BOOK - Published: 2021-11-24 - Publisher: CRC Press
Martingale Methods in Statistics provides a unique introduction to statistics of stochastic processes written with the author’s strong desire to present what
Language: en
Pages: 464
Pages: 464
Type: BOOK - Published: 2013-06-13 - Publisher: Springer Science & Business Media
Backward stochastic differential equations (BSDEs) provide a general mathematical framework for solving pricing and risk management questions of financial deriv