Option Pricing and Estimation Of Financial Models With R

Hardback. New. A practical text for calibrating financial models and numerical option pricing featuring R, Option Pricing and Estimation of Financial Models With R distills 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.

John Wiley & Sons , pp. 472 . Hardback. New.

hardcover. Good. Access codes and supplements are not guaranteed with used items. May be an ex-library book.