Option theory with stochastic analysis : an introduction to mathematical finance
Alternative title: | Matematisk finans <engl.> |
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Year of publication: |
2004
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Authors: | Benth, Fred Espen |
Publisher: |
Berlin : Springer |
Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Finanzmathematik | Mathematical finance | Theorie | Theory | Deutschland | Germany | Betriebswirtschaftslehre | Business economics | Stochastische Analysis |
Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] |
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Rational hedging and valuation with utility-based preferences
Becherer, Dirk, (2001)
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Numerical solution of stochastic differential equations with jumps in finance
Platen, Eckhard, (2010)
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Exponential functionals of Brownian motion and related processes
Yor, Marc, (2001)
- More ...
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Stochastic modeling of wind derivatives in energy markets
Benth, Fred Espen, (2018)
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Pricing of commodity derivatives on processes with memory
Benth, Fred Espen, (2020)
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Pricing of Asian temperature risk
Benth, Fred Espen, (2009)
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