Financial Modeling A Backward Stochastic Differential Equations Perspective /
Backward stochastic differential equations (BSDEs) provide a general mathematical framework for solving pricing and risk management questions of financial derivatives. They are of growing importance for nonlinear pricing problems such as CVA computations that have been developed since the crisis. Al...
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| Format: | Electronic eBook |
| Language: | English |
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Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2013.
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| Series: | Springer Finance,
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| Online Access: | Full Text via HEAL-Link |
