No label defined (Q2768497)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
3 February 2002
0 references
financial engineering
0 references
pricing of options
0 references
binomial trees
0 references
computational tools
0 references
derivatives
0 references
arbitrage
0 references
martingale pricing
0 references
Black-Scholes process
0 references
hedging
0 references
algorithms
0 references
simulation
0 references
time series
0 references
computational linear algebra
0 references
modelling
0 references
mortage-backed securities
0 references
portfolio management
0 references
software
0 references
computer applications
0 references
extensive bibliography
0 references
