Option Pricing Via Quadrature
- Editore:
Risk Books
- EAN:
9781906348069
- ISBN:
1906348065
- Pagine:
- 150
- Formato:
- Paperback
- Lingua:
- Inglese
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Descrizione Option Pricing Via Quadrature
Most option pricing models and techniques employed by analysts are rooted in the Black-Scholes model. This book helps you to go beyond Black-Scholes models to the application of the quadrature schemes implemented at the likes of Deutsche Bank and Morgan Stanley.
Fuori catalogo - Non ordinabile
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