Deviations and Asymptotic Methods in Finance

Name: Deviations and Asymptotic Methods in Finance
Brand: Springer Nature
SKU: 9783319116044
Availability: InStock

Best Price (Coupon Required):
Buy Deviations and Asymptotic Methods in Finance for $116.10 at @ Link.springer.com when you apply the 10% OFF coupon at checkout.
Click “Get Coupon & Buy” to copy the code and unlock the deal.

Set a price drop alert to never miss an offer.

1 Offer Price Range: $129.00 - $129.00

BEST PRICE

Single Product Purchase

$116.10

@ Link.springer.com with extra coupon

Price Comparison

Seller	Contact Seller	List Price	On Sale	Shipping	Best Promo	Final Price	Volume Discount	Financing	Availability	Seller's Page
BEST PRICE 1 Product Purchase @ Link.springer.com		$129.00	$129.00		10% OFF This deals requires coupon	$116.10		See Site	In stock	Visit Store

Product Details

Brand

Springer Nature

Manufacturer

N/A

Part Number

GTIN

9783319116044

Condition

New

Product Description

Topics coveredin this volume(large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of thecurrent advances in the application of asymptotic methods in mathematical finance, and thereby provide rigorous solutions to important mathematical and financial issues, such as implied volatility asymptotics, local volatility extrapolation, systemic risk and volatility estimation. This volume gathers together ground-breaking results in this field by some of its leading experts. Over the past decade, asymptotic methods have played an increasingly important role in the study of the behaviour of (financial) models. These methods provide a useful alternative to numerical methods in settings where the latter may lose accuracy (in extremes such as small and large strikes, and small maturities), and lead to a clearer understanding of the behaviour of models, and of the influence of parameters on this behaviour. Graduate students, researchers and practitioners will find this book very useful, and the diversity of topics will appeal to people from mathematical finance, probability theory and differential geometry.

Available Colors

N/A

Available Sizes

Large