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This document contains a table of contents for multiple volumes on arbitrage pricing theory and related topics. Volume I covers foundations and basic models. It includes chapters on arbitrage pricing theory, finite difference methods for solving partial differential equations, and Monte Carlo methods. The chapters describe techniques for derivative security pricing, numerical methods for solving pricing equations, and algorithms for generating random samples and stochastic processes.
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Interest Rate Modelling Piterbarg Table of Contents
This document contains a table of contents for multiple volumes on arbitrage pricing theory and related topics. Volume I covers foundations and basic models. It includes chapters on arbitrage pricing theory, finite difference methods for solving partial differential equations, and Monte Carlo methods. The chapters describe techniques for derivative security pricing, numerical methods for solving pricing equations, and algorithms for generating random samples and stochastic processes.
This document contains a table of contents for multiple volumes on arbitrage pricing theory and related topics. Volume I covers foundations and basic models. It includes chapters on arbitrage pricing theory, finite difference methods for solving partial differential equations, and Monte Carlo methods. The chapters describe techniques for derivative security pricing, numerical methods for solving pricing equations, and algorithms for generating random samples and stochastic processes.