The Art of Quantitative Finance Vol.2

Gerhard Larcher ()
Additional contact information
Gerhard Larcher: Johannes Kepler University of Linz

in Springer Texts in Business and Economics from Springer

Date: 2023
ISBN: 978-3-031-23870-3
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Chapters in this book:

Ch 1 Volatilities

Gerhard Larcher

Ch 2 Extensions of the Black-Scholes Theory to Other Types of Options (Futures Options, Currency Options, American Options, Path-Dependent Options, Multi-asset Options)

Gerhard Larcher

Ch 3 Fundamentals: Stochastic Analysis and Applications, Interest Rate Dynamics, and Basic Principles of Pricing Interest Rate Derivatives

Gerhard Larcher

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sptbec:978-3-031-23870-3

Ordering information: This item can be ordered from
http://www.springer.com/9783031238703

DOI: 10.1007/978-3-031-23870-3

Access Statistics for this book

More books in Springer Texts in Business and Economics from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().