Mathematical Models of Financial Derivatives (Springer Finance)
Book Details
Author(s)
Yue-Kuen Kwok
Publisher
Springer
ISBN / ASIN
3642447937
ISBN-13
9783642447938
Availability
Usually ships in 24 hours
Sales Rank
#4,987,304
Category
Mathematics
Marketplace
United States 🇺🇸
Description
This book contains a comprehensive account of pricing models of financial derivatives. It covers risk neutral valuation theory, martingale measure, and tools in stochastic calculus required for the understanding of option pricing theory.
