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Derivative Security Pricing Techniques, Methods and Applications /

The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling. By focusing more on the financial intuition of the applications rather than the mathematical formalities, the book provides the essential knowledge and understanding of fundamental conce...

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Main Authors: Chiarella, Carl. (Author, http://id.loc.gov/vocabulary/relators/aut), He, Xue-Zhong. (http://id.loc.gov/vocabulary/relators/aut), Sklibosios Nikitopoulos, Christina. (http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2015.
Edition:1st ed. 2015.
Series:Dynamic Modeling and Econometrics in Economics and Finance, 21
Subjects:
Finance.
Economics, Mathematical .
Macroeconomics.
Probabilities.
Mathematical optimization.
Operations research.
Decision making.
Finance, general.
Quantitative Finance.
Macroeconomics/Monetary Economics//Financial Economics.
Probability Theory and Stochastic Processes.
Optimization.
Operations Research/Decision Theory.
Online Access:https://doi.org/10.1007/978-3-662-45906-5

Internet

https://doi.org/10.1007/978-3-662-45906-5

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