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Nonlinear Models in Mathematical Finance
- New Research Trends in Option Pricing
Engelsk Hardback
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Nonlinear Models in Mathematical Finance

- New Research Trends in Option Pricing
Engelsk Hardback

1.036 kr
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Om denne bog
This book provides an overview on the current state-of-the-art research on non-linear option pricing. Non-linear models are becoming more and more important since they take into account many effects that are not included in the linear model. However, in practice (i.e. in banks) linear models are still used, giving rise to large errors in computing the fair price of options. Hence, there exists a noticeable need for non-linear modelling of financial products. This book will help to foster the usage of non-linear Black-Scholes models in practice.
Product detaljer
Sprog:
Engelsk
Sider:
360
ISBN-13:
9781604569315
Indbinding:
Hardback
Udgave:
ISBN-10:
160456931X
Kategori:
Udg. Dato:
1 okt 2008
Længde:
28mm
Bredde:
187mm
Højde:
267mm
Forlag:
Nova Science Publishers Inc
Oplagsdato:
1 okt 2008
Forfatter(e):
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