Option Pricing and Estimation of Financial Models with R Tapa dura - 2011 - 1st Edición
de Stefano M. Iacus
Descripción de contraportada
Option Pricing and Estimation of Financial Models with R
Stefano M. Iacus, Department of Economics, Business and Statistics, University of Milan, Italy
The aim of this book is twofold. The first goal is to summarize elementary and advanced topics on modern option pricing: from the basic models of the Black & Scholes theory to the more sophisticated approach based on L�vy processes and other jump processes.
At the same time, the other goal of the book is to identify, estimate and justify, with the use of statistically sound techniques, the choice of particular financial models starting from real financial data.
In the spirit of modern finance, this book considers only continuous time models like diffusion of L�vy processes. Therefore, the statistical techniques presented are those designed to work on real discrete time data obtained from these continuous time models.
Key Features:
- Provides a comprehensive and in-depth guide to financial modeling.
- Looks at basic and advanced option pricing with R.
- Explores simulation of multidimensional stochastic differential equations with jumps.
- Provides a comprehensive survey on empirical finance in the R statistical environment.
- Addresses model selection and identification of financial models from empirical financial data.
This book is an invaluable resource for post graduate students and researchers in economics, mathematics and statistics who want to approach mathematical finance from an applied point of view. Statisticians and data analysts working in a field related to finance will also benefit from this book.
Detalles
- Título Option Pricing and Estimation of Financial Models with R
- Autor Stefano M. Iacus
- Encuadernación Tapa dura
- Número de edición 1st
- Edición 1
- Páginas 472
- Volúmenes 1
- Idioma ENG
- Editorial Wiley
- Fecha de publicación 2011-04
- ISBN 9780470745847 / 0470745843
- Peso 1.72 libras (0.78 kg)
- Dimensiones 9.2 x 6.3 x 1.2 pulgadas (23.37 x 16.00 x 3.05 cm)
-
Temas
- Aspects (Academic): Business Aspects
- Número de catálogo de la Librería del Congreso de EEUU 2010045655
- Dewey Decimal Code 332.645
Reseñas en medios
Citas
- Reference and Research Bk News, 08/01/2011, Page 84
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Option Pricing and Estimation of Financial Models with R
de Stefano M. Iacus
- Nuevo
- Tapa dura
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- Hardcover
- ISBN 10 / ISBN 13
- 9780470745847 / 0470745843
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Option Pricing and Estimation of Financial Models With R
de Iacus, Stefano (Editor)
- Nuevo
- Tapa dura
- Estado
- New
- Encuadernación
- Hardcover
- ISBN 10 / ISBN 13
- 9780470745847 / 0470745843
- Cantidad disponible
- 1
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Exeter, Devon, United Kingdom
- Precio
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EUR 123.90EUR 11.82 enviando a USA
Mostrar detalles
Option Pricing and Estimation of Financial Models with R
de Stefano M. Iacus
- Nuevo
- Tapa dura
- Estado
- New
- Encuadernación
- Hardcover
- ISBN 10 / ISBN 13
- 9780470745847 / 0470745843
- Cantidad disponible
- 3
- Librería
-
Woodside, New York, United States
- Precio
-
EUR 117.82EUR 3.77 enviando a USA