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Publication:2768497
zbMath1013.91001MaRDI QIDQ2768497
Publication date: 3 February 2002
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
softwarealgorithmsmodellingsimulationtime serieshedgingderivativesarbitragefinancial engineeringportfolio managementbinomial treescomputer applicationsmartingale pricingcomputational linear algebracomputational toolsextensive bibliographypricing of optionsBlack-Scholes processmortage-backed securities
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Actuarial science and mathematical finance (91Gxx)
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