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

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.

Details zur Ausgabe

• 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: eucomply OÜ; hello@eucompliancepartner.com; ; Pärnu mnt 139b-14; Tallinn; 11317; Estland