Nonlinear Models in Mathematical Finance : New Research Trends in Option Pricing
Book Details
Format
Hardback or Cased Book
ISBN-10
160456931X
ISBN-13
9781604569315
Publisher
Nova Science Publishers Inc
Imprint
Nova Science Publishers Inc
Country of Manufacture
US
Country of Publication
GB
Publication Date
Oct 1st, 2008
Print length
360 Pages
Weight
936 grams
Dimensions
26.70 x 18.70 x 2.80 cms
Product Classification:
FinanceMathematics
Ksh 17,650.00
Not available
Delivery Location
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Quality
Fast
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.
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