Financial Modeling: A Backward Stochastic Differential Equations Perspective (Springer Finance)

Financial Modeling: A Backward Stochastic Differential Equations Perspective (Springer Finance)

Financial Modeling: A Backward Stochastic Differential Equations Perspective (Springer Finance) by Stephane Crepey
English | 19 Jun. 2013 | ISBN: 3642371124 | 480 Pages | PDF | 4.65 MB
Backward stochastic differential equations (BSDEs) provide a general mathematical framework for solving pricing and risk management questions of financial derivatives. They are of growing importance for nonlinear pricing problems such as
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