The art of quantitative finance Vol. 1. Trading, derivatives and basic concepts

DOI10.1007/978-3-031-23873-4OpenAlexW4361858219MaRDI QIDQ6041114

Gerhard Larcher

Publication date: 25 May 2023

Published in: Springer Texts in Business and Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-031-23873-4

zbMATH Keywords

derivative pricingBlack-Scholes formulabinomial modelquantitative financederivative hedging

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) 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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