DETERMINISTIC AND STOCHASTIC TOPICS IN COMPUTATIONAL FINANCE (Paperback)

Idioma: inglés

Editorial: World Scientific Publishing Co Pte Ltd, Singapore, 2017

9813203080 / 9789813203082

  • Tapa blanda
  • Nuevo
Ver todos los detalles

Librería: AussieBookSeller, Truganina, VIC, AustraliaAussieBookSeller

Vendedor de 5 estrellas

Vendedor de IberLibro desde 22 de junio de 2007

Tapa blanda

Condición: Nuevo

EUR 127,41

Envío por EUR 33,21 
Se envía de Australia a Estados Unidos de America

Cantidad disponible: 1 disponible

Añadir al carrito
Devoluciones gratuitas de 30 días

Descripción del artículo del vendedor

Paperback. What distinguishes this book from other texts on mathematical finance is the use of both probabilistic and PDEs tools to price derivatives for both constant and stochastic volatility models, by which the reader has the advantage of computing explicitly a large number of prices for European, American and Asian derivatives.The book presents continuous time models for financial markets, starting from classical models such as Black-Scholes and evolving towards the most popular models today such as Heston and VAR.A key feature of the textbook is the large number of exercises, mostly solved, which are designed to help the reader to understand the material.The book is based on the author's lectures on topics on computational finance for senior and graduate students, delivered in USA (Princeton University and EMU), Taiwan and Kuwait. The prerequisites are an introductory course in stochastic calculus, as well as the usual calculus sequence.The book is addressed to undergraduate and graduate students in Masters of Finance programs as well as to those who wish to become more efficient in their practical applications.Topics covered: The book is based on the author's lectures on topics on computational finance for senior and graduate students, delivered in USA (Princeton University and EMU), Taiwan and Kuwait. The prerequisites are an introductory course in stochastic calculus, as well as the usual calculus sequence. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.…

N° de ref. del artículo 9789813203082

Título
DETERMINISTIC AND STOCHASTIC TOPICS IN COMPUTATIONAL FINANCE (Paperback)
Autor
Ovidiu Calin
Editorial
World Scientific Publishing Co Pte Ltd, Singapore
Año de publicación
2017
Estado
new
Encuadernación
Paperback
Idioma
inglés
ISBN 10
9813203080
ISBN 13
9789813203082

AussieBookSeller

Truganina, VIC, Australia

Vendedor de 5 estrellas

Vendedor de IberLibro desde 22 de junio de 2007

Tarifas de envío de Australia a Estados Unidos de America

ArtículoDe 25 a 45 días hábilesDe 8 a 14 días hábiles
Primer artículoEUR 33,21EUR 39,49
Los plazos de entrega los establecen los vendedores y varían según el transportista y la ubicación. Los pedidos que pasan por la aduana pueden sufrir retrasos y los compradores son responsables de los aranceles o tarifas asociadas. Los vendedores pueden ponerse en contacto con usted en relación con cargos adicionales para cubrir cualquier aumento en los costes de envío de los artículos.

Métodos de pago

  • Visa
  • Mastercard
  • American Express
  • Carte Bleue
  • Apple Pay
  • Google Pay

Información empresarial del vendedor

The Nile Group Pty Ltd

42 Apex Drive
Truganina, VIC Australia 3029