Derivative Security Pricing / Dynamic Modeling and Econometrics in Economics and Finance Bd.21 (PDF)
Techniques, Methods and Applications
(Sprache: Englisch)
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...
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Produktinformationen zu „Derivative Security Pricing / Dynamic Modeling and Econometrics in Economics and Finance Bd.21 (PDF)“
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.
Bibliographische Angaben
- Autoren: Carl Chiarella , Xue-Zhong He , Christina Sklibosios Nikitopoulos
- 2015, 2015, 616 Seiten, Englisch
- Verlag: Springer-Verlag GmbH
- ISBN-10: 366245906X
- ISBN-13: 9783662459065
- Erscheinungsdatum: 25.03.2015
Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.
eBook Informationen
- Dateiformat: PDF
- Größe: 15 MB
- Ohne Kopierschutz
- Vorlesefunktion
Sprache:
Englisch
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