Search:

Option Pricing and Estimation of Financial Models with R

Format Post in Mathematics BY Stefano M. Iacus

Shared By Guest

The author of Option Pricing and Estimation of Financial Models with R is Stefano M. Iacus 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 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 more underlying assets based on these and implementation of models goes beyond the standard Black and Scholes framework and includes Markov switching models, Lévy models and other models with jumps the telegraph process); Topics other than option pricing include: volatility and covariation estimation, change point analysis, asymptotic expansion and classification of financial time series from a statistical book features problems with solutions and All the examples and R code are available as an additional R package, therefore all the examples can be.This title is available at BookMoving on Stefano M. Iacus's eBooks, .Option Pricing and Estimation of ... Textbook, course, ebook, pdf, download at bookmoving .

Option Pricing and Estimation of Financial Models with R

You should be logged in to Download this Document. Membership is Required. Register here

Related Books on Option Pricing and Estimation of Financial Models with R

Comments (0)

Currently,no comments for this book!