Introduction to Stochastic Calculus Applied to Finance
portes grátis
Introduction to Stochastic Calculus Applied to Finance
Lapeyre, Bernard; Lamberton, Damien
Taylor & Francis Ltd
01/2023
254
Mole
Inglês
9781032477817
15 a 20 dias
470
Descrição não disponível.
Discrete-Time Models. Optimal Stopping Problem and American Options. Brownian Motion and Stochastic Differential Equations. The Black-Scholes Model. Option Pricing and Partial Differential Equations. Interest Rate Models. Asset Models with Jumps. Credit Risk Models. Simulation and Algorithms for Financial Models. Appendix. Bibliography. Index.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Conditional Expectation;random;Snell Envelope;variable;Optional Sampling Theorem;snell;Martingale Representation Theorem;envelope;Local Volatility Model;standard;Conditional Hazard Rate;brownian;American Option;motion;Stochastic Integration;american;Dupire's Formula;option;Admissible Strategy;risky;Riskless Asset;Credit Risk Modelling;Vasicek Model;Strike Price;CDS;Martingale Transform;Default Time;Optimal Stopping;Doob Decomposition;Standard Brownian Motion;Deriving Pricing Formulae;Distribution Function;Merton's Model;Forward Libor;Hazard Rate
Discrete-Time Models. Optimal Stopping Problem and American Options. Brownian Motion and Stochastic Differential Equations. The Black-Scholes Model. Option Pricing and Partial Differential Equations. Interest Rate Models. Asset Models with Jumps. Credit Risk Models. Simulation and Algorithms for Financial Models. Appendix. Bibliography. Index.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Conditional Expectation;random;Snell Envelope;variable;Optional Sampling Theorem;snell;Martingale Representation Theorem;envelope;Local Volatility Model;standard;Conditional Hazard Rate;brownian;American Option;motion;Stochastic Integration;american;Dupire's Formula;option;Admissible Strategy;risky;Riskless Asset;Credit Risk Modelling;Vasicek Model;Strike Price;CDS;Martingale Transform;Default Time;Optimal Stopping;Doob Decomposition;Standard Brownian Motion;Deriving Pricing Formulae;Distribution Function;Merton's Model;Forward Libor;Hazard Rate
