Nonlinear Models in Mathematical Finance
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ISBN 10: 160456931X ISBN 13: 9781604569315
Published by Nova Science Publishers Inc, 2009
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Hardcover
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About this Item
Description:
Editor(s): Ehrhardt, Matthias. Num Pages: 360 pages, tables & charts. BIC Classification: KFF; PB. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 267 x 187 x 28. Weight in Grams: 936. . 2008. Hardcover. . . . . Books ship from the US and Ireland. Seller Inventory # V9781604569315
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.
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Bibliographic Details
Title: Nonlinear Models in Mathematical Finance
Publisher: Nova Science Publishers Inc
Publication Date: 2009
Binding: Hardcover
Condition: New