Option pricing and estimation of financial models with r
Auteur :
Iacus, Stefano M.
Éditeur :
John Wiley & Sons Inc
ISBN :
9780470745847
Date de publication :
25 mars 2011
Dimensions :
23,6 x 16,0 x 3,1 cm
Poids :
798 g
Langue :
Anglais
Pays d'origine :
USA
A practical text for calibrating financial models and numerical option pricing featuring R, Option Pricing and Estimation of Financial Models With R distills 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.