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  • STOCHASTIC MODELS OF FINANCIAL MATHEMATICS
    ebook
    STOCHASTIC MODELS OF FINANCIAL MATHEMATICS
    VIGIRDAS MACKEVICIUS
    This book presents a short introduction to continuous-time financial models. An overview of the basics of stochastic analysis precedes a focus on the Black–Scholes and interest rate models. Other topics covered include self-financing strategies, option pricing, exotic options and risk-neutral probabilities. Vasicek, Cox−Ingersoll−Ross, and Heath–Jarrow–Morton interest rate mode...

    $1,728.00

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