Catalog Search Results
Author
Publisher
J. Wiley & Sons
Pub. Date
2011
Physical Desc
1 online resource (xv, 456 pages) : illustrations
Language
English
Description
"Presents inference and simulation of stochastic process in the field of model calibration for financial times series modeled with continuous time processes and numerical option pricing. Introduces the basis of probability theory and goes on to explain how to model financial times series with continuous models, how to calibrate them and covers option pricing with one or more underlying assets based on these models. Analysis and implementation of models...
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