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Analytically Tractable Stochastic Stock Price Models

Language EnglishEnglish
Book Hardback
Book Analytically Tractable Stochastic Stock Price Models Archil Gulisashvili
Libristo code: 01661472
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, September 2012
This book offers sharp asymptotic formulas with error estimates for distribution densities of stock... Full description
? points 261 b
110.35 €
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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.

About the book

Full name Analytically Tractable Stochastic Stock Price Models
Author Archil Gulisashvili
Language English
Binding Book - Hardback
Date of issue 2012
Number of pages 362
EAN 9783642312137
ISBN 3642312136
Libristo code 01661472
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Weight 702
Dimensions 240 x 162 x 25

Categories

Mathematics & Science > Mathematics > Calculus & mathematical analysis > Differential calculus & equations
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Economics, Finance, Business & Management > Finance & accounting > Finance
Mathematics & Science > Mathematics > Probability & statistics
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