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Analytically Tractable Stochastic Stock Price Models - Springer Finance Archil Gulisashvili 2012 edition
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Analytically Tractable Stochastic Stock Price Models - Springer Finance
Archil Gulisashvili
This book offers sharp asymptotic formulas with error estimates for distribution densities of stock prices, option pricing functions and implied volatilities in stochastic volatility models. For readers familiar with stochastic analysis and probability theory.
362 pages, biography
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2014. gada 15. oktobris |
| ISBN13 | 9783642433863 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 362 |
| Izmēri | 155 × 235 × 20 mm · 530 g |
| Valoda | Angļu |
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