Financial modeling : a backward stochastic differential equations perspective
Stéphane Crépey
| Year of publication: |
2013
|
|---|---|
| Authors: | Crépey, Stéphane |
| Publisher: |
Berlin, Heidelberg : Springer |
| Subject: | BSDE | Finanzmathematik | Mathematical finance | Analysis | Mathematical analysis | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Hedging | Theorie | Theory | Derivat <Wertpapier> | Preisbildung | Stochastisches Differentialgleichungssystem | Simulation |
| Description of contents: | Table of Contents [gbv.de] ; Description [deposit.dnb.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] |
| Extent: | XIX, 459 S. graph. Darst. 24 cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch ; Textbook |
| Language: | English |
| Notes: | Literaturverz. S. 441 - 451 |
| ISBN: | 3-642-37112-4 ; 978-3-642-37112-7 ; 978-3-642-37113-4 |
| Classification: | Investition, Finanzierung ; Wahrscheinlichkeitsrechnung ; Gewöhnliche Differentialgleichungen |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009770436