Derivative security pricing. Techniques, methods and applications

DOI10.1007/978-3-662-45906-5zbMath1308.91001OpenAlexW2504874133MaRDI QIDQ2339801

Xue-Zhong He, Carl Chiarella, Christina Sklibosios Nikitopoulos

Publication date: 8 April 2015

Published in: Dynamic Modeling and Econometrics in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-662-45906-5

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Microeconomic theory (price theory and economic markets) (91B24) Applications of stochastic analysis (to PDEs, etc.) (60H30) Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

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