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

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

Inhaltsangabe

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.

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Verlag
Nova Science Publishers Inc
Erscheinungsdatum
2008
Sprache
Englisch
ISBN 10 
160456931X
ISBN 13 
9781604569315
Einband
Gebundene Ausgabe
Anzahl der Seiten
360
Herausgeber
Ehrhardt Matthias
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
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hello@eucompliancepartner.com

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