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Nonlinear Models in Mathematical Finance - New Research Trends in Option Pricing (Hardcover) Loot Price: R2,043
Discovery Miles 20 430
You Save: R414 (17%)
Nonlinear Models in Mathematical Finance - New Research Trends in Option Pricing (Hardcover): Matthias Ehrhardt

Nonlinear Models in Mathematical Finance - New Research Trends in Option Pricing (Hardcover)

Matthias Ehrhardt

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List price R2,457 Loot Price R2,043 Discovery Miles 20 430 | Repayment Terms: R191 pm x 12* You Save R414 (17%)

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This book provides an overview on the current state-of-the-art research on non-linear option pricing. Non-linear models are becoming more and more important since they take into account many effects that are not included in the linear model. However, in practice (i.e. in banks) linear models are still used, giving rise to large errors in computing the fair price of options. Hence, there exists a noticeable need for non-linear modelling of financial products. This book will help to foster the usage of non-linear Black-Scholes models in practice.

General

Imprint: nova science publishers
Country of origin: United States
Release date: October 2008
Editors: Matthias Ehrhardt
Dimensions: 180 x 260 x 28mm (L x W x T)
Format: Hardcover
Pages: 360
ISBN-13: 978-1-60456-931-5
Categories: Books > Science & Mathematics > Mathematics > General
Books > Business & Economics > Finance & accounting > Finance > General
Books > Money & Finance > General
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LSN: 1-60456-931-X
Barcode: 9781604569315

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