Q2768497 (Q2768497): Difference between revisions
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Revision as of 14:32, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
3 February 2002
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financial engineering
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pricing of options
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binomial trees
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computational tools
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derivatives
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arbitrage
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martingale pricing
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Black-Scholes process
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hedging
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algorithms
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simulation
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time series
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computational linear algebra
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modelling
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mortage-backed securities
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portfolio management
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software
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computer applications
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extensive bibliography
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