Quantitative Finance
Maria C. Mariani, Ionut Florescu
The book is complete with different coding techniques in R and MATLAB and generic pseudo-algorithms to modern finance. Starting with the theoretical backdrop needed from probability and stochastic processes and the description of financial instruments priced throughout the book, the classical Black-Scholes-Merton model is, then, presented in a uniquely accessible and understandable way. Implied volatility, local volatility surfaces, and general methods of inverting partial differential equations (PDE's) are, then, discussed.
Catégories:
Année:
2020
Editeur::
Wiley
Langue:
english
ISBN 10:
1118629957
ISBN 13:
9781118629956
Collection:
Wiley Series in Statistics in Practice
Fichier:
PDF, 3.13 MB
IPFS:
,
english, 2020
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