The art of quantitative finance Vol. 1. Trading, derivatives and basic concepts

DOI10.1007/978-3-031-23873-4MaRDI QIDQ6041114zbMATH OpenOpenAlexFDO

Authors Gerhard Larcher

Publication date 25 May 2023

Published in Springer Texts in Business and Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-031-23873-4

zbMATH Keywords

binomial modelBlack-Scholes formuladerivative pricingquantitative financederivative hedging

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Stopping times; optimal stopping problems; gambling theory (60G40) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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Cited in

(2)

• The Strategic Analysis of Financial Markets
• The art of quantitative finance Vol. 2. Volatilities, stochastic analysis and valuation tools

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