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Large Deviations and Asymptotic Methods in Finance
Language: en
Pages: 590

Large Deviations and Asymptotic Methods in Finance

Authors: Peter K. Friz
Categories: Mathematics
Type: BOOK - Published: 2015-06-16 - Publisher: Springer

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Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advanc
Asymptotic Methods Applied to Finance
Language: en
Pages: 358

Asymptotic Methods Applied to Finance

Authors: Richard Arthur Jordan
Categories:
Type: BOOK - Published: 2008 - Publisher:

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Asymptotic Methods Applied to Problems in Finance
Language: en
Pages:

Asymptotic Methods Applied to Problems in Finance

Authors: Bilal Salah Al-Ali
Categories:
Type: BOOK - Published: 1998 - Publisher:

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Applications of Asymptotic Methods in Quantitative Finance and Insurance
Language: en
Pages: 87

Applications of Asymptotic Methods in Quantitative Finance and Insurance

Authors: Amogh Deshpande
Categories: Financial risk management
Type: BOOK - Published: 2014 - Publisher:

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Asymptotic Methods for Option Pricing in Finance
Language: en
Pages: 0

Asymptotic Methods for Option Pricing in Finance

Authors: David Krief
Categories:
Type: BOOK - Published: 2018 - Publisher:

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In this thesis, we study several mathematical finance problems, related to the pricing of derivatives. Using different asymptotic approaches, we develop methods