Recent development in mathematical finance: a practitioner's point of view (Q2434075)
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scientific article; zbMATH DE number 5068835
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| English | Recent development in mathematical finance: a practitioner's point of view |
scientific article; zbMATH DE number 5068835 |
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Recent development in mathematical finance: a practitioner's point of view (English)
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31 October 2006
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The authors introduce several concepts and models in mathematical finance: The method of replication in discrete and continuous time, the Black-Scholes model and the martingale approach. Stochastic volatility models with application to hedging variance swaps are also discussed.
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0.7790714502334595
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0.7788156867027283
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