Analytical finance. Volume I. The mathematics of equity derivatives, markets, risk and valuation
analytical financeBlack-Scholes diffusion modelcontinuous-time financial modelsdiscrete-time financial modelsexotic optionsItô lemmapricing using deflatorsstochastic integrationstrategies with options
PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Martingales with continuous parameter (60G44) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Derivative securities (option pricing, hedging, etc.) (91G20)
- scientific article; zbMATH DE number 5651614
- A course in derivative securities. Introduction to theory and computation.
- Exotic derivatives and risk. Theory, extensions and applications. With foreword by Harry M. Markowitz.
- scientific article; zbMATH DE number 1940732
- An Introduction to Financial Option Valuation
- Derivatives pricing. The classic collection
- Quantitative analysis, derivatives modeling, and trading strategies. In the presence of counterparty credit risk for the fixed-income market.
- scientific article; zbMATH DE number 1477075 (Why is no real title available?)
- Equity derivatives. Corporate and institutional applications
- The Strategic Analysis of Financial Markets
- Options and option strategies: theory and empirical results
- scientific article; zbMATH DE number 5170971 (Why is no real title available?)
- IMEX-RK finite volume methods for nonlinear 1d parabolic PDEs. Application to option pricing
This page was built for publication: Analytical finance. Volume I. The mathematics of equity derivatives, markets, risk and valuation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5269734)
