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DETERMINISTIC AND STOCHASTIC TOPICS IN COMPUTATIONAL FINANCE

By Ovidiu Calin
eBook
$54.00
By Ovidiu Calin
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What distinguishes this book from other texts on mathematical finance is the use of both probabilistic and PDEs tools to price derivatives for both constant and stochastic volatility models, by which the reader has the advantage of computing explicitly a large number of prices for European, American and Asian derivatives.The book presents continuous time models for financial markets, starting from classical models such as Black-Scholes and evolving towards the most popular models today such...