Derivative Security Pricing Techniques, Methods and Applications

Derivative Security Pricing Techniques, Methods and Applications / by Carl Chiarella, Xue-Zhong He, Christina Sklibosios Nikitopoulos.

The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling. By focusing more on the financial intuition of the applications rather than the mathematical formalities, the book provides the essential knowledge and understanding of fundamental conce...

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Bibliographic Details
Main Authors: Chiarella, Carl (Author), He, Xue-Zhong (Author), Sklibosios Nikitopoulos, Christina (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2015.
Edition:1st ed. 2015.
Series:Dynamic Modeling and Econometrics in Economics and Finance, 21
Springer eBook Collection.
Subjects:
Finance.
Economics, Mathematical .
Macroeconomics.
Probabilities.
Mathematical optimization.
Operations research.
Decision making.
Electronic resources (E-books)
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