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Financial Modeling

A Backward Stochastic Differential Equations Perspective

Language EnglishEnglish
Book Paperback
Book Financial Modeling Stephane Crepey
Libristo code: 09480306
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, July 2015
This book examines financial modeling and computational finance from a BSDE perspective, presenting...
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63.56 €
124.30  лв
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This book examines financial modeling and computational finance from a BSDE perspective, presenting a unified view of the pricing and hedging theory across all asset classes as well as a review of quantitative finance tools.

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About the book

Full name Financial Modeling
Author Stephane Crepey
Language English
Binding Book - Paperback
Date of issue 2015
Number of pages 459
EAN 9783642442520
ISBN 3642442528
Libristo code 09480306
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Weight 7197
Dimensions 155 x 235 x 28

Categories

Mathematics & Science > Mathematics > Calculus & mathematical analysis > Differential calculus & equations
Mathematics & Science > Science: general issues > Maths for scientists
Economics, Finance, Business & Management > Finance & accounting
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