What distinguishes this book from other texts on mathematical finance is the use of both probabilistic and PDEs tools to price derivatives for both constant and stochastic volatility models, by which the reader has the advantage of computing explicitly a large number of prices for European, American and Asian derivatives.

The book presents continuous time models for financial markets, starting from classical models such as Black–Scholes and evolving towards the most popular models today such as Heston and VAR.

A key feature of the textbook is the large number of exercises, mostly solved, which are designed to help the reader to understand the material.

The book is based on the author's lectures on topics on computational finance for senior and graduate students, delivered in USA (Princeton University and EMU), Taiwan and Kuwait. The prerequisites are an introductory course in stochastic calculus, as well as the usual calculus sequence.

The book is addressed to undergraduate and graduate students in Masters of Finance programs as well as to those who wish to become more efficient in their practical applications.

�ber die Autorin bzw. den Autor

Charlotte y Peter Fiell son dos autoridades en historia, teor�a y cr�tica del dise�o y han escrito m�s de sesenta libros sobre la materia, muchos de los cuales se han convertido en �xitos de ventas. Tambi�n han impartido conferencias y cursos como profesores invitados, han comisariado exposiciones y asesorado a fabricantes, museos, salas de subastas y grandes coleccionistas privados de todo el mundo. Los Fiell han escrito numerosos libros para TASCHEN, entre los que se incluyen 1000 Chairs, Dise�o del siglo XX, El dise�o industrial de la A a la Z, Scandinavian Design y Dise�o del siglo XXI.

��ber diesen Titel� kann sich auf eine andere Ausgabe dieses Titels beziehen.

Anbieterinformationen

Zur Homepage des Verk�ufers

Unternehmensdaten des Verk�ufers

WRAP Ltd.
Unit 4, 119 Loverock Rd, Reading, RG30 1DZ, United Kingdom

Gesch�ftsbedingungen und Versandinformationen

Verkaufsbedingungen

Customers may return books within 30 days of the original
sale. Please get in touch with any queries/problems, we are
always on hand to help.

Versandbedingungen

Shipping costs are based on books weighing 2.2 LB, or 1 KG. If your book order is heavy or oversized, we may contact you to let you know extra shipping is required.