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Option pricing and estimation of financial models with R /

"Presents inference and simulation of stochastic process in the field of model calibration for financial times series modeled with continuous time processes and numerical option pricing. Introduces the basis of probability theory and goes on to explain how to model financial times series with c...

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Bibliographic Details
Main Author: Iacus, Stefano M. (Stefano Maria)
Format: eBook
Language:English
Published: Chichester, West Sussex, United Kingdom ; Hoboken, N.J. : Wiley, 2011.
Series:Wiley online library.
Subjects:
Options (Finance) > Prices.
Probabilities.
Stochastic processes.
Time-series analysis.
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Front Matter
  • A Synthetic View
  • Probability, Random Variables and Statistics
  • Stochastic Processes
  • Numerical Methods
  • Estimation of Stochastic Models for Finance
  • European Option Pricing
  • American Options
  • Pricing Outside the Standard Black and Scholes Model
  • Miscellanea
  • Appendix A: ₁How to₂ Guide to R
  • Appendix B: R in Finance
  • Index.