Derivative Security Pricing: Techniques, Methods and Applications: 21 (Dynamic Modeling and Econometrics in Economics and Finance, 21) - Image 1

Price loading...

Springer Derivative Security Pricing: Techniques, Methods and Applications: 21 (Dynamic Modeling and Econometrics in Economics and Finance, 21)

Name: Derivative Security Pricing: Techniques, Methods and Applications: 21 (Dynamic Modeling and Econometrics in Economics and Finance, 21)
Brand: Springer

Macroeconomics

Price History & Forecast

No Price Data Available

Price history will appear here once data is collected from Amazon.

Price Distribution

No price data available for histogram

Description

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 concepts of stochastic finance, and how to implement them to develop pricing models for derivatives as well as to model spot and forward interest rates. Furthermore an extensive overview of the associated literature is presented and its relevance and applicability are discussed. Most of the key concepts are covered including Ito’s Lemma, martingales, Girsanov’s theorem, Brownian motion, jump processes, stochastic volatility, American feature and binomial trees. The book is beneficial to higher-degree research students, academics and practitioners as it provides the elementary theoretical tools to apply the techniques of stochastic finance in research or industrial problems in the field.

Product Specifications

Brand: Springer
Format: paperback
ASIN: 3662516314
Category: Books > Subjects > Business, Finance & Law > Economics > Macroeconomics
Domain: Amazon UK
Release Date: 09 October 2016
Listed Since: 29 September 2016

Barcode

No barcode data available

Springer Derivative Security Pricing: Techniques, Methods and Applications: 21 (Dynamic Modeling and Econometrics in Economics and Finance, 21)

Price History & Forecast

No Price Data Available

Price Distribution

Description

Product Specifications

Barcode

Similar Products You Might Like

Derivative Security Pricing: Techniques, Methods and Applications: 21 (Dynamic Modeling and Econometrics in Economics and Finance, 21)

Springer Applied Stochastic Models and Control for Finance

Deterministic And Stochastic Topics In Computational Finance

Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance (Universitext)

Mathematical Models of Financial Derivatives (Springer Finance)

Analytically Tractable Stochastic Stock Price Models (Springer Finance)

Stochastic Financial Models (Chapman and Hall/CRC Financial Mathematics Series)

Stochastic Models for Prices Dynamics in Energy and Commodity Markets: An Infinite-Dimensional Perspective (Springer Finance)

Springer Applied Stochastic Models and Control for Finance

Financial Mathematics, Derivatives and Structured Products

Stochastic Processes and Financial Mathematics: 1 (Mathematics Study Resources, 1)

Derivative Securities and Difference Methods (Springer Finance)

Continuous Stochastic Calculus with Applications to Finance: 17 (Applied Mathematics)

Introduction to Stochastic Finance (Universitext)

Analytically Tractable Stochastic Stock Price Models (Springer Finance)

Stochastic Integration and Differential Equations: 21 (Stochastic Modelling and Applied Probability, 21)

Elementary Stochastic Calculus, With Finance In View

Continuous Stochastic Calculus with Applications to Finance

Stochastic Finance: An Introduction with Examples

Asset Pricing: Modeling and Estimation (Springer Finance)

Option Valuation under Stochastic Volatility II: With Mathematica Code

Mathematical and Statistical Methods for Actuarial Sciences and Finance

Options Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics (Graduate Studies in Mathematics)

Financial Calculus: An Introduction to Derivative Pricing