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Analytical Finance: Volume I - MaRDI portal

Analytical Finance: Volume I (Q5269734)

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scientific article; zbMATH DE number 6736180
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English
Analytical Finance: Volume I
scientific article; zbMATH DE number 6736180

    Statements

    title
    Analytical Finance: Volume I (English)
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    author
    Jan R. M. Röman
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    publication date
    27 June 2017
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    zbMATH Keywords
    analytical finance
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    discrete-time financial models
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    Itô lemma
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    stochastic integration
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    continuous-time financial models
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    Black-Scholes diffusion model
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    exotic options
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    pricing using deflators
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    strategies with options
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    Identifiers

    Mathematics Subject Classification ID
    91-01
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    91G20
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    60G44
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    60H10
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    60J60
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    35Q91
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    60H30
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    zbMATH DE Number
    6736180
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    OpenAlex ID
    W4230399365
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