Book serie: / Книги серии: Mathematical Finance Group » Online Library TheLib.net

Online Library TheLib.net » Book serie: / Книги серии: Mathematical Finance Group

book Credit Valuation Adjustment

Credit Valuation Adjustment

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Author: Frederick Hoffman
Language: English
Year: 2011

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book Applications of Malliavin calculus to the pricing and hedging of Bermudan options

Applications of Malliavin calculus to the pricing and hedging of Bermudan options

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Author: James Newbury
Language: English
Year: 2011

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book Pricing Exotic Options Using Improved Strong Convergence

Pricing Exotic Options Using Improved Strong Convergence

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Author: Klaus Schmitz Abe
Language: English
Year: 2008

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27.01.2024

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book A New Approach to BSDE (Backward Stochastic Differential Equation)

A New Approach to BSDE (Backward Stochastic Differential Equation)

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Author: Lixing Jin
Language: English
Year: 2011

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book Monte Carlo Based Numerical Pricing of Multiple Strike-Reset Options

Monte Carlo Based Numerical Pricing of Multiple Strike-Reset Options

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Author: Stavros Christodoulou
Language: English
Year: 2011

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book Indifference Pricing in a Basis Risk Model with Stochastic Volatility

Indifference Pricing in a Basis Risk Model with Stochastic Volatility

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Author: Kwok-Chung Ivan Lam
Language: English
Year: 2011

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book Fake Geometric Brownian Motion And Its Option Pricing

Fake Geometric Brownian Motion And Its Option Pricing

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Author: Xingjian Xu
Language: English
Year: 2011

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27.01.2024

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