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Introduces Stochastic Processes in Mathematical Finance

 

Marketed By :  LAP LAMBERT Academic Publishing   Sold By :  Kamal Books International  
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Rs. 5,066

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  • Product Description
 

This monograph gives an overview of current methods for solving to stochastic differencial equations both analytical and numerical and considers several applications of mathematical finance models in the context of derivative pricing. In particular, credit risk models are incorporated into the pricing of derivative contracts such as CDS with counterparty default risk etc. Also, monograph introduces contingent claims theory and summarizes some important applications such as Black-Sholes formulae computed for options on shares and futures, Chapmen-Kolmogorov equation, Heath-Jarrow-Morton methodology for interest-rate modeling.

Product Specifications
SKU :COC24893
AuthorOleg Kritski
LanguageEnglish
BindingPaperback
Number of Pages172
Publishing Year2/14/2012
ISBN978-3848407194
Edition1 st
Book TypeStochastics
Country of ManufactureIndia
Product BrandLAP LAMBERT Academic Publishing
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-07-28 00:00:00