Computational finance using c and c# : derivatives and valuation
Year of publication: |
[2016] ; Second edition
|
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Authors: | Levy, George |
Publisher: |
Amsterdam : Academic Press |
Subject: | Derivat | Derivative | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection |
Description of contents: | Table of Contents [gbv.de] |
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Variance trading and market price of variance risk
Bondarenko, Oleg, (2014)
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Basket option pricing and implied correlation in a Lévy copula model
Linders, Daniël, (2014)
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Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan, (2022)
- More ...
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Computational finance : numerical methods for pricing financial instruments
Levy, George, (2004)
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Computational finance using C and C#
Levy, George, (2008)
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Computational finance : numerical methods for pricing financial instruments
Levy, George, (2004)
- More ...