Options (Finance) - Mathematical models.
Overview
Works: | 10 works in 5 publications in 5 languages |
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Titles
Forecasting volatility in the financial markets[electronic resource] /
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(Language materials, printed)
Introduction to the mathematics of finance[electronic resource] :arbitrage and option pricing /
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(Language materials, printed)
Analysis, geometry, and modeling in finance[electronic resource] :advanced methods in option pricing /
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(Language materials, printed)
Pricing of bond options[electronic resource] :unspanned stochastic volatility and random field models /
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(Language materials, printed)
A time series approach to option pricing[electronic resource] :models, methods and empirical performances /
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(Language materials, printed)
The numerical solution of the American option pricing problem[electronic resource] :finite difference and transform approaches /
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(Language materials, printed)
The Heston model and its extensions in Matlab and C#[electronic resource] /
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(Electronic resources)
Subjects