A Course in Financial Calculus (Q3149634)

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scientific article
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English
A Course in Financial Calculus
scientific article

    Statements

    title
    A Course in Financial Calculus (English)
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    publication date
    26 September 2002
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    zbMATH Keywords
    Black-Scholes model
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    lookback options
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    Asian options
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    arbitrage pricing
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    Brownian motion
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    martingales
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    stochastic integrals
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    European options
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    multistage options
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    barrier options
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    American options
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    stock price models with jumps
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    stochastic volatility
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    91-01
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    60H05
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    zbMATH DE Number
    1808169
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    Wikidata QID
    Q60500194
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    OpenAlex ID
    W3163904933
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