Large Deviations and Asymptotic Methods in Finance

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Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finance, and thereby provide rigorous solutions to important mathematical and financial issues, such as implied volatility asymptotics, local volatility extrapolation, systemic ris...

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Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finance, and thereby provide rigorous solutions to important mathematical and financial issues, such as implied volatility asymptotics, local volatility extrapolation, systemic ris...

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  • Formats: pdf
  • ISBN: 9783319116051
  • Publication Date: 16 Jun 2015
  • Publisher: Springer International Publishing
  • Product language: English
  • Drm Setting: DRM