Option pricing and estimation of financial models with R

Author(s)

• Iacus, Stefano M. (Stefano Maria)

Bibliographic Information

Option pricing and estimation of financial models with R

Stefano M. Iacus

Wiley, 2011

Note

Includes bibliographical references and index

Details

• NCID: BB07179795
• ISBN:
  • 9780470745847
• LCCN: 2010045655
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Chichester, West Sussex
• Pages/Volumes: xv, 456 p.
• Size: 24 cm
• Classification:
  • LCC : HG6024.A3
  • DC22 : 332.64/53
• Subject Headings:
  • LCSH : Options (Finance) -- Prices
  • LCSH : Probabilities
  • LCSH : Stochastic processes
  • LCSH : Time-series analysis