Earn AED 33.20 cashback with the Mashreq noon Credit Card. Apply now
Partner Since
7+ YearsPublisher | Springer International Publishing AG |
ISBN 13 | 9783031238697 |
ISBN 10 | 3031238699 |
Author | Gerhard Larcher |
Language | English |
Book Description | This textbook provides the necessary techniques from financial mathematics and stochastic analysis for the valuation of more complex financial products and strategies. |
About the Author | Prof. Gerhard Larcher is full Professor for Financial Mathematics and Head of the Institute for Financial Mathematics and Applied Number Theory at the Johannes Kepler University Linz in Austria. He is the spokesperson of the project 'Quasi-Monte Carlo Methods: Theory and Applications', a special research program funded by the Austrian government. Read more |
Publication Date | 24 March 2023 |
Number of Pages | 353 pages |
The Art of Quantitative Finance Vol.2: Volatilities, Stochastic Analysis and Valuation Tools