Nonlinear Models in Mathematical Finance
ISBN 10: 160456931X ISBN 13: 9781604569315
Published by Nova Science Publishers Inc, 2008
New
HRD
From
PBShop.store US, Wood Dale, IL, U.S.A.
Seller rating 5 out of 5 stars
AbeBooks Seller since April 7, 2005
This specific item is no longer available.
About this Item
Description:
New Book. Shipped from UK. Established seller since 2000. Seller Inventory # GZ-9781604569315
Synopsis:
This book provides an overview on the current state-of-the-art research on non-linear option pricing. Non-linear models are becoming more and more important since they take into account many effects that are not included in the linear model. However, in practice (i.e. in banks) linear models are still used, giving rise to large errors in computing the fair price of options. Hence, there exists a noticeable need for non-linear modelling of financial products. This book will help to foster the usage of non-linear Black-Scholes models in practice.
"About this title" may belong to another edition of this title.
Bibliographic Details
Title: Nonlinear Models in Mathematical Finance
Publisher: Nova Science Publishers Inc
Publication Date: 2008
Binding: HRD
Condition: New