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...

Täydet tiedot

Bibliografiset tiedot
Päätekijä: Iacus, Stefano M.
Aineistotyyppi: Kirja
Kieli:English
Julkaistu: Chichester, West Sussex, United Kingdom Wiley 2011.
Aiheet: