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Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing by Matthias Ehrhardt 9781604569315
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Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing by Matthias Ehrhardt 9781604569315

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This book provides an overview on the current state-of-the-art research on non-linear option pricing. Non-linear models are becoming more and more important since they take into account many effects that are not included in the linear model. However, in practice (i.e. in banks) linear models are still used, giving rise to large errors in computing the fair price of options. Hence, there exists a noticeable need for non-linear modelling of financial products. This book will help to foster the usage of non-linear Black-Scholes models in practice.

Book Information
ISBN 9781604569315
Author Matthias Ehrhardt
Format Hardback
Page Count 360
Imprint Nova Science Publishers Inc
Publisher Nova Science Publishers Inc
Weight(grams) 914g

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