Stochastic Methods

Name: Stochastic Methods
Brand: Springer-Verlag Berlin and Heidelberg GmbH a Co. KG
SKU: 1938378
Author: Crispin Gardiner

Crispin Gardiner

Springer-Verlag Berlin and Heidelberg GmbH a Co. KG

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Krátký popis

Further, in response to the revolution in ?nancial m- kets following from the discovery by Fischer Black and Myron Scholes of a reliable option pricing formula, I have written a chapter on the application of stochastic me- ods to ?nancial markets.

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