The art of quantitative finance Vol. 2. Volatilities, stochastic analysis and valuation tools

DOI10.1007/978-3-031-23870-3zbMath1527.91001OpenAlexW4360778455MaRDI QIDQ6041116

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/10.1007/978-3-031-23870-3

zbMATH Keywords

option pricingMonte Carlo methodsvolatilitystochastic analysisfinancial derivativesinterest rate derivatives

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) 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) Financial markets (91G15)

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