Techniques, Methods and Applications
by
Carl Chiarella, Xue-Zhong He, Christina Sklibosios Nikitopoulos
Language: English
Release Date: March 25, 2015
The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling. By focusing more on the financial intuition of the applications rather than the mathematical formalities, the book provides the essential knowledge and understanding of fundamental concepts...