Option Pricing and Estimation of Financial Models with R

Name: Option Pricing and Estimation of Financial Models with R
ISBN: 9780470745847

3/5

(1 votes)

Presents inference and simulation of stochastic process in the field of model calibration for financial times series modelled by continuous time processes and numerical option pricing.

Introduces the bases of probability theory and goes on to explain how.

First published: 2011
Publishers: Wiley & Sons· Incorporated· John
Subjects: Programming languages options prices·Mathematical models

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