We can't find the internet
Attempting to reconnect
Something went wrong!
Hang in there while we get back on track
£48.55
Springer Change of Time Methods in Quantitative Finance Book
Price data last checked 49 day(s) ago - refreshing...
Price History & Forecast
Last 42 days • 42 data points (No recent data available)
Price Distribution
Price distribution over 42 days • 2 price levels
Price Analysis
Most common price: £49 (40 days, 95.2%)
Price range: £49 - £49
Price levels: 2 different prices over 42 days
Description
Key Features
Covers the history and fundamental aspects of Change of Time Methods (CTM) and its connection to stochastic volatilities.
Provides practical applications of CTM specifically designed for use in financial and energy markets.
Includes numerical examples based on real data to bridge the gap between theory and practice.
Explains how to derive the Black-Scholes formula for European call options using the change of time method.
Offers an explicit option pricing formula for a European call option within a mean-reverting model for commodity prices.
Product Specifications
- Brand
- Springer
- Format
- paperback
- ASIN
- 3319324063
- Domain
- Amazon UK
- Release Date
- 17 June 2016
- Listed Since
- 10 March 2016
Barcode
No barcode data available
Similar Products You Might Like
A Time Series Approach to Option Pricing: Models, Methods and Empirical Performances
Springer
MODELING AND PRICING OF SWAPS FOR FINANCIAL AND ENERGY MARKETS WITH STOCHASTIC VOLATILITIES
World Scientific Publishing Company
Mathematical Methods and Quantum Mathematics for Economics and Finance
Springer
Mathematical Methods and Quantum Mathematics for Economics and Finance
Springer
Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance (Universitext)
Springer
Continuous Time Processes for Finance: Switching, Self-exciting, Fractional and other Recent Dynamics: 12 (Bocconi & Springer Series, 12)
Springer
The Black–Scholes Model (Mastering Mathematical Finance)
Cambridge University Press
Option Prices as Probabilities: A New Look at Generalized Black-Scholes Formulae (Springer Finance)
Springer
Stochastic Processes and Financial Mathematics: 1 (Mathematics Study Resources, 1)
Springer
Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
Springer
Leveraged Exchange-Traded Funds: Price Dynamics and Options Valuation (SpringerBriefs in Quantitative Finance)
Springer
Financial Mathematics: From Discrete to Continuous Time (Chapman and Hall/CRC Financial Mathematics Series)
CRC Press
Asymptotic Chaos Expansions in Finance: Theory and Practice (Springer Finance)
Springer
Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance)
Springer
Mathematical Models of Financial Derivatives (Springer Finance)
Springer
Quantitative Finance (Statistics in Practice)
Wiley
An Introduction to Financial Mathematics: Option Valuation (Chapman and Hall/CRC Financial Mathematics Series)
Chapman and Hall/CRC
Introduction to Stochastic Finance with Market Examples (Chapman and Hall/CRC Financial Mathematics Series)
Deterministic And Stochastic Topics In Computational Finance
World Scientific Publishing Company
Derivative Security Pricing: Techniques, Methods and Applications: 21 (Dynamic Modeling and Econometrics in Economics and Finance, 21)
Springer
Derivative Security Pricing: Techniques, Methods and Applications: 21 (Dynamic Modeling and Econometrics in Economics and Finance, 21)
Springer
Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)
CRC Press
Mathematical Methods for Financial Markets (Springer Finance)
Springer
Elementary Stochastic Calculus, With Finance In View
World Scientific Publishing Company