Téléchargez le livre : Derivative Security Pricing

Derivative Security Pricing

Techniques, Methods and Applications de

, ,

Éditeur :

Springer


Collection :

Dynamic Modeling and Econometrics in Economics and Finance

Paru le : 2015-03-25

eBook Téléchargement , DRM LCP 🛈 DRM Adobe 🛈
Lecture en ligne (streaming)
179,34 €
Téléchargement immédiat
Dès validation de votre commande
Image Louise Reader présentation

Louise Reader

Lisez ce titre sur l'application Louise Reader.

badge apple Application Louise Reader
badge Android Application Louise Reader
Description
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 concepts of stochastic finance, and how to implement them to develop pricing models for derivatives as well as to model spot and forward interest rates. Furthermore an extensive overview of the associated literature is presented and its relevance and applicability are discussed. Most of the key concepts are covered including Ito’s Lemma, martingales, Girsanov’s theorem, Brownian motion, jump processes, stochastic volatility, American feature and binomial trees. The book is beneficial to higher-degree research students, academics and practitioners as it provides the elementary theoretical tools to apply the techniques of stochastic finance in research or industrial problems in the field.
Pages
616 pages
Collection
Dynamic Modeling and Econometrics in Economics and Finance
Parution
2015-03-25
Marque
Springer
EAN papier
9783662459058
EAN PDF
9783662459065
Informations sur l'ebook
Nombre pages copiables
6
Nombre pages imprimables
61
Taille du fichier
15360 Ko
Prix
179,34 €
EAN EPUB
9783662459065
Informations sur l'ebook
Nombre pages copiables
6
Nombre pages imprimables
61
Taille du fichier
7864 Ko
Prix
179,34 €

Suggestions personnalisées