Analytical finance. Volume I. The mathematics of equity derivatives, markets, risk and valuation (Q5269734)
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scientific article; zbMATH DE number 6736180
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| English | Analytical finance. Volume I. The mathematics of equity derivatives, markets, risk and valuation |
scientific article; zbMATH DE number 6736180 |
Statements
Analytical Finance: Volume I (English)
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27 June 2017
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analytical finance
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discrete-time financial models
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Itô lemma
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stochastic integration
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continuous-time financial models
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Black-Scholes diffusion model
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exotic options
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pricing using deflators
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strategies with options
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0.814116895198822
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0.8108142614364624
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0.7985547780990601
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