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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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Mathematical Modeling And Methods Of Option Pricing

to the Black-Scholes-Merton's option pricing theory.A unified approach is used to model various types of option pricing as PDE problems, to;

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Option Pricing In Incomplete Markets

This volume offers the reader practical methods to compute the option prices in the incomplete asset markets. The [GLP & MEMM] pricing;

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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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Financial Mathematics

discrete to continuous time in option pricing. This book features a detailed dynamic model of financial markets with discrete time, for;

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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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Financial Derivatives Pricing

three parts, Part I concerns option pricing theory and its foundations. The papers here deal with the famous Black-Scholes-Merton model;

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Introduction to Option Pricing Theory

of necessary and sufficient conditions for no arbitrage (NA). {it Introduction to Option Pricing Theory} is intended for students and;

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The Concepts and Practice of Mathematical Finance

intuition behind derivatives pricing, how models are implemented, and how they are used and adapted in practice. Strengths and weaknesses;

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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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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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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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Finance Theory and Asset Pricing

Finance Theory and Asset Pricing provides a concise guide to financial asset pricing theory for economists. Assuming a basic knowledge;

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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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Heston Model And Its Extensions In Matlab And C#

options, the Heston model with time-dependent parameters, finite difference methods for the Heston PDE, the Greeks, and the double Heston model;

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Stochastic Dominance Option Pricing

pricing paradigm to the prevailing no arbitrage simultaneous equilibrium in the frictionless underlying and option markets. This new methodology;

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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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Pricing and Hedging of Derivative Securities

The theory of pricing and hedging of derivative securities is mathematically sophisticated. This book is an introduction to the use;

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The Option Volatility and Pricing Value Pack

Option Volatility and Pricing-which offers the information, background, and investing techniques you need to navigate the market-along with his;

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The Time-Discrete Method of Lines for Options and Bonds

in finance. In The Time-Discrete Method of Lines for Options and Bonds, Gunter H Meyer examines PDE models for financial derivatives and shows where;

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PDE Valuation of Interest Rate Derivatives

-dimensional deterministic and fast PDE valuation. The objective of this book is thereby threefold: - To illuminate in a compact way the connection;

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General Equilibrium Option Pricing Method

This book mainly addresses the general equilibrium asset pricing method in two aspects: option pricing and variance risk premium. First;

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Numerical Methods and Optimization in Finance

of estimation and option pricing models. Such practical examples allow readers to learn the steps for solving specific problems and apply these steps to;

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Option Pricing

relationships among options prices, stock forecasts, and expected stock-market volatility. Option Pricing: Black-Scholes Made Easy, a book and;

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Option Pricing by Means of Genetic Programming

Option Pricing by Means of Genetic Programming is een boek van Andreas Heigl;

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