£78.92

Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing

Options

Price data last checked 96 day(s) ago - refreshing...

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

This is the usual price. Wait for it to drop, or tell us your number.

£79 today · usual range £0–£0 · best ever £56

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 635 days • 635 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 635 days • 4 price ranges

Days at Price

Current Price

Price Analysis

Most common range: £67-72 (221 days, 34.8%)

Price range: £56 - £83

Price levels: 4 price ranges over 635 days

Description

This book provides an overview on the current state-of-the-art research on non-linear option pricing. Non-linear models are becoming more and more important since they take into account many effects that are not included in the linear model. However, in practice (i.e. in banks) linear models are still used, giving rise to large errors in computing the fair price of options. Hence, there exists a noticeable need for non-linear modelling of financial products. This book will help to foster the usage of non-linear Black-Scholes models in practice.

Key Features

New

Mint Condition

Dispatch same day for order received before 12 noon

Guaranteed packaging

No quibbles returns

Product Specifications

Format: hardcover
ASIN: 160456931X
Category: Books > Subjects > Business, Finance & Law > Professional Finance > Investments & Securities > Options
Domain: Amazon UK
Release Date: 07 February 2009
Listed Since: 26 September 2008

Barcode

No barcode data available

Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing

This is the usual price. Wait for it to drop, or tell us your number.

Price History & Forecast

Price Distribution

Price Analysis

Description

Key Features

Product Specifications

Barcode

Similar Products You Might Like

Applied Quantitative Finance for Equity Derivatives: Fifth Edition

Numerical Methods for Finance (Chapman & Hall/CRC Financial Mathematics)

The Mathematics of Finance: Modeling and Hedging (Pure and Applied Undergraduate Texts)

Computation and Simulation for Finance: An Introduction with Python (Springer Undergraduate Texts in Mathematics and Technology)

Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing (Chapman and Hall/CRC Financial Mathematics Series)

Nonlinear Option Pricing (Chapman and Hall/CRC Financial Mathematics Series)

Nonlinear Option Pricing (Chapman and Hall/CRC Financial Mathematics Series)

Market Practice in Financial Modelling

A Time Series Approach to Option Pricing: Models, Methods and Empirical Performances

Financial Calculus: An Introduction to Derivative Pricing

Financial Mathematics: A Comprehensive Treatment in Discrete Time (Chapman and Hall/CRC Financial Mathematics Series)

Undergraduate Introduction To Financial Mathematics, An (fourth Edition): 4th Edition

Financial Products: An Introduction Using Mathematics and Excel

Numerical Methods in Finance with C++ (Mastering Mathematical Finance)

An Introduction to Financial Mathematics: Option Valuation (Chapman and Hall/CRC Financial Mathematics Series)

Nonlinear Economic Dynamics and Financial Modelling: Essays in Honour of Carl Chiarella

Computational Methods for Option Pricing: Series Number 30 (Frontiers in Applied Mathematics, Series Number 30)

A Linear Algebra Primer for Financial Engineering: Covariance Matrices, Eigenvectors, OLS, and more (Financial Engineering Advanced Background Series)

Problems and Solutions in Mathematical Finance, Volume 2: Equity Derivatives (The Wiley Finance Series)

Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)

Financial Instrument Pricing Using C++

Analytical Finance: Volume I: The Mathematics of Equity Derivatives, Markets, Risk and Valuation: 1

Derivatives: Models on Models (The Wiley Finance Series)

Applied Quantitative Finance for Equity Derivatives, second edition