Option Pricing and Estimation of Financial Models with R
Stefano M. (University of Milan, Italy) Iacus
John Wiley & Sons Inc, 2011
122,50 €On orderDelivery: 2-3 weeks
A practical text for calibrating financial models and numerical option pricing featuring R, Option Pricing and Estimation of Financial Models With R distills 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.
- ISBN-13
- 9780470745847
- ISBN-10
- 0470745843
- Publisher
- John Wiley & Sons Inc
- Year
- 2011
- Publication date
- 2011-03-25
- Pages
- 472
- Dimensions
- 237x163x29
- Weight
- 798