An introduction to financial option valuation : mathematics, stochastics and computation
Year of publication: |
2004
|
---|---|
Authors: | Higham, Desmond J. |
Publisher: |
Cambridge [u.a.] : Cambridge Univ. Press |
Subject: | Options (Finance) | Valuation | Mathematical models | Finanzmathematik | Stochastik | Option |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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An elementary introduction to mathematical finance : options and other topics
Ross, Sheldon M., (2003)
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Paul Wilmott on quantitative finance
Wilmott, Paul,
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The evaluation and optimization of trading strategies
Pardo, Robert, (2008)
- More ...
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Communicability betweenness in complex networks
Estrada, Ernesto, (2009)
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An Introduction to Multilevel Monte Carlo for Option Valuation
Higham, Desmond J., (2015)
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Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff
Giles, Michael B., (2009)
- More ...