This book puts numerical methods into action for the purpose of solving concrete problems arising in quantitative finance. ...
Lire la suiteThe calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact ...
Lire la suiteThe calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact ...
Lire la suiteMathematical Models of Financial Derivatives is a textbook on the theory behind modeling derivatives using the financial ...
Lire la suiteThis book fills a gap in the financial literature by bringing together both recent advances in the theory of implied volatility ...
Lire la suiteThis long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...
Lire la suiteThis long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...
Lire la suite