Financial modeling : a backward stochastic differential equations perspective
Stéphane Crépey
| Year of publication: |
2013
|
|---|---|
| Authors: | Crépey, Stéphane |
| Publisher: |
Berlin, Heidelberg : Springer |
| Subject: | BSDE | Finanzmathematik | Mathematical finance | Analysis | Mathematical analysis | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Hedging | Theorie | Theory | Derivat <Wertpapier> | Preisbildung | Stochastisches Differentialgleichungssystem | Simulation |
| Description of contents: | Table of Contents [gbv.de] ; Description [deposit.dnb.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] |
Online-Ausg.:
Crépey, Stéphane. Financial Modeling. - Berlin, Heidelberg : Springer Berlin Heidelberg, 2013. - Online-Ressource (XIX, 459 p. 13 illus. in color, digital)
Erscheint auch als (Online-Ausgabe):
Crépey, Stéphane. Financial Modeling. - Berlin, Heidelberg : Springer Berlin Heidelberg, 2013. - Online-Ressource (XIX, 459 p. 13 illus. in color, digital)
Persistent link: https://www.econbiz.de/10009770436