Introduction to stochastic finance with market examples
Auteur :
Privault, Nicolas
Éditeur :
Taylor & Francis Ltd
ISBN :
9781032288260
Date de publication :
13 déc. 2022
Dimensions :
25,4 x 17,8 cm
Poids :
1700 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This book presents an introduction to pricing and hedging in discrete and continuous time financial models, emphasizing both analytical and probabilistic methods. It demonstrates both the power and limitations of mathematical models in finance, covering the basics of stochastic calculus for finance.