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Financial Modeling

A Backward Stochastic Differential Equations Perspective

by Stephane Crepey
language: english
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG, June of 2013 ‧
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This book examines financial modeling and computational finance from a BSDE perspective, presenting a unified view of the pricing and hedging theory across all asset classes as well as a review of quantitative finance tools.

Financial Modeling

A Backward Stochastic Differential Equations Perspective

by Stephane Crepey

Property Description
ISBN: 9783642371127
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG
Release Date: June of 2013
Language: English
Dimensions: 165 x 242 x 31 mm
Cover: Hardcover
Pages: 459
Format: Book
Collection: Springer Finance
Categories: Books in English > Economics, Finance and Accounting > Finances
Books in English > Others
EAN: 9783642371127

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