Derivative security pricing. Techniques, methods and applications

DOI10.1007/978-3-662-45906-5MaRDI QIDQ2339801zbMATHOpenAlexFDO

Authors Carl Chiarella, Xue-Zhong He, Christina Sklibosios Nikitopoulos

Publication date 8 April 2015

Published in Dynamic Modeling and Econometrics in Economics and Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-662-45906-5

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Numerical methods (including Monte Carlo methods) (91G60) Applications of stochastic analysis (to PDEs, etc.) (60H30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Microeconomic theory (price theory and economic markets) (91B24) Interest rates, asset pricing, etc. (stochastic models) (91G30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)

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