Option Pricing and Estimation of Financial Models with R

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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 to model financial times series with continuous models, how to calibrate them from discrete data and further covers option pricing with one or mo...
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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 to model financial times series with continuous models, how to calibrate them from discrete data and further covers option pricing with one or mo...
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  • Formats: epub
  • ISBN: 9781119990208
  • Publication Date: 23 Feb 2011
  • Publisher: Wiley
  • Product language: English
  • Drm Setting: DRM