Q3594586 (Q3594586): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Latest revision as of 11:57, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
9 August 2007
0 references
quantitative finance
0 references
derivatives
0 references
option pricing
0 references
risk
0 references
stochastic calculus
0 references
volatility
0 references
Black-Scholes model
0 references
Merton model
0 references
binomial model
0 references
exotic options
0 references
risk management
0 references
credit risk
0 references
interest rate modeling
0 references
default risk
0 references
real options
0 references
storage costs
0 references
dividend payment
0 references
jump diffusion
0 references
hedging
0 references
volatility surface
0 references
stochastic volatility
0 references
uncertain parameters
0 references
utility theory
0 references
non-probabilistic interest rate model
0 references
energy derivatives
0 references
finite-difference methods
0 references
Monte Carlo simulation
0 references
numerical integration
0 references
