Option pricing and estimation of financial models with R
"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 c...
| Autor principal: | |
|---|---|
| Formato: | Libro |
| Lenguaje: | English |
| Publicado: |
Chichester, West Sussex, United Kingdom
Wiley
2011.
|
| Materias: |