Option Pricing Via Quadrature

Auteur: Minenna, Marcello
Editeur: Risk Books
Most option pricing models and techniques employed by analysts are rooted in the Black-Scholes model. This book helps you to go beyond Black-Scholes models to the application of the quadrature schemes implemented at the likes of Deutsche Bank and Morgan Stanley.
Sur commande
Most option pricing models and techniques employed by analysts are rooted in the Black-Scholes model. This book helps you to go beyond Black-Scholes models to the application of the quadrature schemes implemented at the likes of Deutsche Bank and Morgan Stanley.
ISBN / EAN 9781906348069
Auteur Minenna, Marcello
Editeur Risk Books