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.
年:
2020
出版社:
Wiley
语言:
english
ISBN 10:
1118629957
ISBN 13:
9781118629956
系列:
Wiley Series in Statistics in Practice
文件:
PDF, 3.13 MB
IPFS:
,
english, 2020
Amazon 
Barnes & Noble 
Bookshop.org 
转换文件
更多搜索结果
其他特权 
关键词
关联书单
