Derivative pricing with Mathematica

被引：0
|
作者：
Kozlowski, A [1 ]
机构：
[1] Toyama Univ Int Studies, Toyama, Japan
来源：
6TH WORLD MULTICONFERENCE ON SYSTEMICS, CYBERNETICS AND INFORMATICS, VOL XVI, PROCEEDINGS: COMPUTER SCIENCE III | 2002年
关键词：
stocks; options; arbitrage; Ito's lemma; Black-Scholes equation;
D O I：
暂无
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
We present a Mathematica-based introduction to the theory and practice of financial derivative pricing and risk management and a quick survey of some Mathematica resources available for this purpose.
引用
收藏
页码：157 / 162
页数：6
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