Theoretical Foundations for Quantitative Finance
From MaRDI portal
Publication:5268957
DOI10.1142/10326zbMath1364.91001OpenAlexW2539392303MaRDI QIDQ5268957
Luca Spadafora, Gennady P. Berman
Publication date: 22 June 2017
Full work available at URL: https://doi.org/10.1142/10326
Statistical methods; risk measures (91G70) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Credit risk (91G40)
This page was built for publication: Theoretical Foundations for Quantitative Finance
