Modern financial mathematics -- theory and practical applications. Vol. 2. Extensions of the Black-Scholes model, interests, credit risk and statistics (Q1742594)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Modern financial mathematics -- theory and practical applications. Vol. 2. Extensions of the Black-Scholes model, interests, credit risk and statistics |
scientific article; zbMATH DE number 6858780
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modern financial mathematics -- theory and practical applications. Vol. 2. Extensions of the Black-Scholes model, interests, credit risk and statistics |
scientific article; zbMATH DE number 6858780 |
Statements
Modern financial mathematics -- theory and practical applications. Vol. 2. Extensions of the Black-Scholes model, interests, credit risk and statistics (English)
0 references
11 April 2018
0 references
interest rates models
0 references
Black-Scholes model extension
0 references
parameters estimation
0 references
credit risk
0 references
parameters calibration
0 references
measures of risk
0 references
