Nonlinear option pricing / Julien Guyon, Pierre Henry-Labordère.
Material type:
TextSeries: Chapman & Hall/CRC financial mathematics seriesDescription: xxxviii, 445 pages : illustrations ; 24cmISBN: - 9781466570337 (hbk.)
- 1466570334 (hbk.)
- 1466570342 (PDF ebook)
- 9781466570344 (PDF ebook)
- 332.64 23
- HG6042 .G89 2014
- 31.73
- 332.06
| Cover image | Item type | Current library | Home library | Collection | Shelving location | Call number | Materials specified | Vol info | URL | Copy number | Status | Notes | Date due | Barcode | Item holds | Item hold queue priority | Course reserves | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
General Books
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CUTN Central Library Generalia | 332.64 (Browse shelf(Opens below)) | Available | 20980 |
Includes bibliographical references (pages 427-439) and index.
Option pricing in a nutshell -- Monte Carlo -- Some excursions in option pricing -- Nonlinear PDEs: a bit of theory -- Examples of nonlinear problems in finance -- Early exercise problems -- Backward stochastic differential equations -- The uncertain lapse and mortality model -- The uncertain volatility model -- McKean nonlinear stochastic differential equations -- Calibration of local stochastic volatility models to market smiles -- Calibration of local correlation models to market smiles -- Marked branching diffusions -- References -- Index.
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