Financial modeling : A backward stochastic differential equations perspective
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 CVA computations that have been developed since the crisis. Al...
Shranjeno v:
| Glavni avtor: | |
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| Format: | Livre numérique |
| Jezik: | Anglais |
| Izdano: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Izdaja: | 1st ed. 2013. |
| Serija: | Springer Finance Textbooks
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| Teme: | |
| Online dostop: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Sporočilo: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Financial Modeling, Texte imprimé, 9783642371141 • Financial Modeling, Texte imprimé, 9783642442520 • Financial modeling, a backward stochastic differential equations perspective, Stéphane Crépey, Heidelberg, Springer, 2013, 1 vol. (XIX-459 p.), Springer finance textbooks, 978-3-642-37112-7 |