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English

Financial Modeling

Paperback • 2015 • 1. edition

Financial Modeling

By Stephane Crepey

0 Ratings • 0.0 of 5

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About the book

Backward stochastic differential equations (BSDEs) provide a general mathematical framework for solving pricing and risk management questions of financial derivatives. They are of growing importance for nonlinear pricing problems such as CVA computations that have been developed since the crisis. Although BSDEs are well known to academics, they are less familiar to practitioners in the financial industry. In order to fill this gap, this book revisits financial modeling and computational finance ...Show more

Book details

ISBN

9783642442520

Publisher

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Published year

2015

Language

Edition

1

Original title

Financial Modeling

Format

Paperback

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