Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing - Couverture rigide

 
9781604569315: Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing
Couverture rigide
ISBN 10 : 160456931X ISBN 13 : 9781604569315
Editeur : Nova Science Publishers Inc, 2008

Synopsis

This book provides an overview on the current state-of-the-art research on non-linear option pricing. Non-linear models are becoming more and more important since they take into account many effects that are not included in the linear model. However, in practice (i.e. in banks) linear models are still used, giving rise to large errors in computing the fair price of options. Hence, there exists a noticeable need for non-linear modelling of financial products. This book will help to foster the usage of non-linear Black-Scholes models in practice.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
Nova Science Publishers Inc
Date d'édition
2008
Langue
anglais
ISBN 10 
160456931X
ISBN 13 
9781604569315
Reliure
Relié
Nombre de pages
360
Éditeur
Ehrhardt Matthias
Coordonnées du fabricant
non disponible
Personne responsable
eucomply OÜ
hello@eucompliancepartner.com

Pärnu mnt 139b-14
Tallinn
11317
Estonie