Quantitative Finance

DOI10.1002/9780470455289MaRDI QIDQ5901438zbMATH OpenOpenAlexFDO

Authors T. W. Epps

Publication date 26 February 2009

Full work available at URL https://doi.org/10.1002/9780470455289

zbMATH Keywords

martingalesmathematical financeoption pricesportfolios and prices

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

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Cited in

(13)

• Current topics in quantitative finance. A selection of revised papers of the 21st Euro Working Group on financial modelling meeting, Venice, Italy, October 29--31, 1997
• A new stopping time model: a solution to a free-boundary problem
• Quantitative Fund Management
• Applied Quantitative Finance
• scientific article; zbMATH DE number 5782556 (Why is no real title available?)
• Paul Wilmott on quantitative finance. 3 Vols. With CD-ROM
• scientific article; zbMATH DE number 41105 (Why is no real title available?)
• The small and large time implied volatilities in the minimal market model
• An interpolation-based approach to American put option pricing
• Theoretical Foundations for Quantitative Finance
• scientific article; zbMATH DE number 5032359 (Why is no real title available?)
• Quantitative Finance
• Reviews in modern quantitative finance

Describes a project that uses

Uses Software

• MINITAB

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