[PDF.19wy] Large Deviations and Asymptotic Methods in Finance (Springer Proceedings in Mathematics & Statistics)

Large Deviations and Asymptotic Methods in Finance (Springer Proceedings in Mathematics & Statistics)

[PDF.qu28] Large Deviations and Asymptotic Methods in Finance (Springer Proceedings in Mathematics & Statistics)

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 | #3450549 in Books |  2015-06-16 | Original language:English | PDF # 1 |  9.21 x1.31 x6.14l,.0 | File type: PDF | 590 pages

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||From the Back Cover||Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finance, and thereby

Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current 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...

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