The Black-Scholes model
by Capiński, Marek, Kopp, Peter E.
fromMastering mathematical finance
The Black-Scholes model
by Kopp, P. E., Capiński, Marek
fromMastering mathematical finance
Praise for the First Edition" ... a nice, self-contained introduction to simulation and computational techniques in finance ..."--Mathematical ReviewsSimulation Techniques in Financial Risk Management, Second Editiontakes a unique approach to the field of simulations by focusing…
Praise for the First Edition" ... a nice, self-contained introduction to simulation and computational techniques in finance ..."--Mathematical ReviewsSimulation Techniques in Financial Risk Management, Second Editiontakes a unique approach to the field of simulations by focusing…
This book introduces physics students to concepts and methods of finance. Despite being perceived as quite distant from physics, finance shares a number of common methods and ideas, usually related to noise and uncertainties. Juxtaposing the key methods to applications in both p…