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Mathematical Modeling And Methods Of Option Pricing

qualitative and quantitative analysis of American option pricing is treated based on free boundary problems, and the implied volatility as an inverse;

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PDE and Martingale Methods in Option Pricing

This book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory of option pricing. The;

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Nonlinear Option Pricing

regression methods and dual methods for pricing chooser options, Monte Carlo approaches for pricing in the uncertain volatility model and the;

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Stochastic Methods in Economics and Finance

, competitive firm under price uncertainty, the Black-Scholes option pricing theory, optimum consumption and portfolio rules, demand for index bonds;

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Analysis, Geometry, and Modeling in Finance

Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing is the first book that applies advanced analytical and;

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Computational Methods for Option Pricing

of the following topics: Mathematical results and efficient algorithms for pricing American options.Modern algorithms with adaptive mesh;

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An Introduction to Exotic Option Pricing

on applications to exotic option pricing, including dual-expiry, multi-asset rainbow, barrier, lookback, and Asian options. Pushing Black;

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An Introduction to Exotic Option Pricing

on applications to exotic option pricing, including dual-expiry, multi-asset rainbow, barrier, lookback, and Asian options. Pushing Black;

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Methods and Models in Mathematical Programming

This book focuses on mathematical modeling, describes the process of constructing and evaluating models, discusses the challenges and;

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Methods and Models in Mathematical Programming

This book focuses on mathematical modeling, describes the process of constructing and evaluating models, discusses the challenges and;

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Derivatives, Risk Management And Value

, classical models for pricing of simple and complex derivatives, mathematical foundations, managing and monitoring portfolios of derivatives in real;

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Hidden Markov Models In Finance

offers the first systematic application of these methods to specialized financial problems: option pricing, credit risk modeling, volatility;

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Asset Pricing Theory

Asset Pricing Theory is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and;

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The Black Scholes Model

The Black-Scholes option pricing model is the first and by far the best-known continuous-time mathematical model used in mathematical;

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Analytical Methods in Statistics

the latest mathematical and statistical methods and their extensions, but also offers solutions to real-world problems including option;

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Commodity Modeling and Pricing

Commodity Modeling and Pricing provides extensions and applications of state-of-the-art methods for analyzing resource commodity behavior;

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The Heston Model and Its Extensions in VBA + Website

Practical options pricing for better-informed investment decisions. The Heston Model and Its Extensions in VBA is the definitive guide to;

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Stochastic Analysis, Stochastic Systems, And Applications To Finance

filtering theories and stochastic algorithms towards mathematical finance issues such as option pricing and hedging, bond market analysis;

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Random Dynamical Systems in Finance

. The authors present many models of RDS and develop techniques for implementing RDS as approximations to financial models and option pricing;

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Random Dynamical Systems in Finance

. The authors present many models of RDS and develop techniques for implementing RDS as approximations to financial models and option pricing;

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Option Volatility & Pricing Workbook: Practicing Advanced Trading Strategies and Techniques

& Pricing has been helping investors better understand the complexities of the option market with his clear and comprehensive explanation of trading;

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Complete Gde To Option Pricing Formulas

Long-established as a definitive resource by Wall Street professionals, The Complete Guide to Option Pricing Formulas has been revised and;

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Introduction To Computational Finance, An

Although there are several publications on similar subjects, this book mainly focuses on pricing of options and bridges the gap between;

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Applications of Fourier Transform to Smile Modeling

than one decade, Fourier transform has triggered a technical revolution in option pricing theory. Almost all new developed option pricing;

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Economic Modeling and Inference

, covering areas including job search models of the labor market, asset pricing, option pricing, marketing, and retirement planning. Ideal for;

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Introduction to Stochastic Calculus Applied to Finance

cover many key finance topics, including martingales, arbitrage, option pricing, American and European options, the Black-Scholes model, optimal;

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Introduction to Stochastic Calculus Applied to Finance

, including martingales, arbitrage, option pricing, American and European options, the Black-Scholes model, optimal hedging, and the computer;

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