A Course in Financial Calculus (Q3149634)
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scientific article; zbMATH DE number 1808169
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A Course in Financial Calculus |
scientific article; zbMATH DE number 1808169 |
Statements
A Course in Financial Calculus (English)
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26 September 2002
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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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0.8859806656837463
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0.8855016231536865
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