Option pricing and estimation of financial models with R
Year of publication: |
2011 ; 1. publ.
|
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Authors: | Iacus, Stefano Maria |
Other Persons: | Iacus, Stefano Maria (contributor) |
Publisher: |
Chichester, West Sussex : Wiley |
Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Wahrscheinlichkeitsrechnung | Probability theory | Zeitreihenanalyse | Time series analysis | Optionspreis | Preisbildung | Mathematisches Modell | R <Programm> |
Description of contents: | Table of Contents [swbplus.bsz-bw.de] ; Description [catalogimages.wiley.com] ; Description [loc.gov] |
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Option pricing and estimation of financial models with R
Iacus, Stefano Maria, (2011)
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The mathematics of financial derivatives : a student introduction
Wilmott, Paul, (2009)
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Option prices with stochastic interest rates : Black/Scholes and Ho/Lee unified
Wilhelm, Jochen, (2001)
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Simulation and inference for stochastic differential equations : with R examples
Iacus, Stefano Maria, (2008)
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Efficient Estimation of Dynamical Systems
Iacus, Stefano Maria, (2001)
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Parametric estimation for partially hidden diffusion processes sampled at discrete times
Iacus, Stefano Maria, (2009)
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