Option Pricing and Estimation of Financial Models with R by Stefano M. Iacus
1 edition | English | May 24, 2011 | ISBN: 0470745843 | 478 pages | PDF | 4,4 MB
The aim of this book is twofold. The first goal is to summarize elementary and advanced topics on modern option pricing: from the basic models of the Black & Scholes theory to the more sophisticated approach based on Lévy processes and other jump processes.