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£49.14
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£49 today · previous high £49 · all-time low £47
Springer Change of Time Methods in Quantitative Finance - Springer
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Price distribution over 89 days • 2 price levels
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Most common price: £49 (79 days, 88.8%)
Price range: £47 - £49
Price levels: 2 different prices over 89 days
Description
Key Features
Comprehensive history of Change of Time Methods and their evolution in financial mathematics and theory.
Detailed exploration of CTM connections to stochastic volatilities and applications in derivative pricing.
Real data-based numerical examples demonstrating practical use in financial and energy market analysis.
Derivation of the Black-Scholes formula using change of time methods for European call option pricing.
Explicit option pricing formulas for mean-reverting models applicable to commodity and energy markets.
SpringerBriefs format providing concise yet rigorous coverage suitable for practitioners and researchers.
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
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