Showing 1 - 10 of 44
This book gives a comprehensive introduction to the modeling of financial derivatives, covering all major asset classes (equities, commodities, interest rates and foreign exchange) and stretching from Black and Scholes' lognormal modeling to current-day research on skew and smile models. The...
Persistent link: https://www.econbiz.de/10013522925
Given the explosion of interest in mathematical methods for solving problems in finance and trading, a great deal of research and development is taking place in universities, large brokerage firms, and in the supporting trading software industry. Mathematical advances have been made both...
Persistent link: https://www.econbiz.de/10013523085
Persistent link: https://www.econbiz.de/10014558681
This book introduces readers to a new approach to identifying stock market bubbles by using the illiquidity premium, a parameter derived by employing conic finance theory. Further, it shows how to develop the closed form formulas of the bid and ask prices of European options by using...
Persistent link: https://www.econbiz.de/10012397431
In der Finanzwelt ist der Einsatz von Finanzderivaten zu einem unentbehrlichen Hilfsmittel zur Absicherung von Risiken geworden. Dieses Buch richtet sich an Studierende der (Finanz-) Mathematik und der Wirtschaftswissenschaften im Hauptstudium, die mehr über Finanzderivate und ihre...
Persistent link: https://www.econbiz.de/10013517186
Persistent link: https://www.econbiz.de/10003996975
Persistent link: https://www.econbiz.de/10011312207
Persistent link: https://www.econbiz.de/10010482058
Persistent link: https://www.econbiz.de/10010465679
Persistent link: https://www.econbiz.de/10001748973