Derivative Security Pricing Techniques, Methods and Applications /

• Κύριοι συγγραφείς: Chiarella, Carl (Συγγραφέας), He, Xue-Zhong (Συγγραφέας), Sklibosios Nikitopoulos, Christina (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2015.
• Σειρά: Dynamic Modeling and Econometrics in Economics and Finance, 21
• Θέματα: Finance.; Operations research.; Decision making.; Economics, Mathematical.; Mathematical optimization.; Probabilities.; Macroeconomics.; Finance, general.; Quantitative Finance.; Macroeconomics/Monetary Economics//Financial Economics.; Probability Theory and Stochastic Processes.; Optimization.; Operation Research/Decision Theory.

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...