Sign-In
Cart
Large Deviations and Asymptotic Methods in Finance
Paperback
Series: Springer Proceedings in Mathematics & Statistics, Book 110
General MathematicsProbability & Statistics
ISBN13: 9783319385129
Publisher: Springer Nature
Published: Oct 17 2016
Pages: 590
Weight: 1.83
Height: 1.22 Width: 6.14 Depth: 9.21
Language: English
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 ground-breaking results in this field by some of its leading experts.
Over the past decade, asymptotic methods have played an increasingly important role in the study of the behaviour of (financial) models. These methods provide a useful alternative to numerical methods in settings where the latter may lose accuracy (in extremes such as small and large strikes, and small maturities), and lead to a clearer understanding of the behaviour of models, and of the influence of parameters on this behaviour.
Graduate students, researchers and practitioners will find this book very useful, and the diversity of topics will appeal to people from mathematical finance, probability theory and differential geometry.
1 different editions
Also available
Also in
General Mathematics
The Golden Number: Pythagorean Rites and Rhythms in the Development of Western Civilization
Ghyka, Matila C.
Hardcover
How It All Works: All Scientific Laws and Phenomena Illustrated & Demonstrated
Dant, Adam
Clegg, Brian
Hardcover
Hidden Figures: The American Dream and the Untold Story of the Black Women Mathematicians Who Helped Win the Space Race
Shetterly, Margot Lee
Paperback
Six Easy Pieces: Essentials of Physics Explained by Its Most Brilliant Teacher
Feynman, Richard P.
Leighton, Robert B.
Sands, Matthew
Paperback
Oliver Byrne's Elements of Euclid: The First Six Books with Coloured Diagrams and Symbols (Art Meets Science Edition)
Art Meets Science
Hardcover
Math Practice Workbook Grades 6-8: 1000+ Questions You Need to Kill in Middle School by Brain Hunter Prep
Brain Hunter Prep
Paperback
Who Gets What -- And Why: The New Economics of Matchmaking and Market Design
Roth, Alvin E.
Paperback
The Art of Strategy: A Game Theorist's Guide to Success in Business and Life
Dixit, Avinash K.
Nalebuff, Barry J.
Paperback
Tomoko Fuse's Amazing Kusudama Origami: Geometric Paper Art from Japan's Leading Expert!
Fuse, Tomoko
Paperback
WorkKeys Study Guide and Practice Test Questions: ACT WorkKeys Exam Prep and Review Book with Applied Mathematics, Locating Information, and Reading f
Trivium Exam Prep Team
Paperback
Mastering Essential Math Skills Book 2, Bilingual Edition - English/Spanish
Fisher, Richard W.
Paperback
Hidden Figures: The American Dream and the Untold Story of the Black Women Mathematicians Who Helped Win the Space Race
Shetterly, Margot Lee
Hardcover
The Great Math War: How Three Brilliant Minds Fought for the Foundations of Mathematics
Bardi, Jason Socrates
Hardcover
Counting with - Contando Con Frida (Bilingual: English/Spanish): A Bilingual Counting Book
Rodriguez, Patty
Stein, Ariana
Hardcover
Math Games with Bad Drawings: 75 1/4 Simple, Challenging, Go-Anywhere Games--And Why They Matter
Orlin, Ben
Hardcover
Quadrivium: The Four Classical Liberal Arts of Number, Geometry, Music, & Cosmology
Ashton, Anthony
Sutton, Daud
Lundy, Miranda
Hardcover
Hidden Figures: The American Dream and the Untold Story of the Black Women Mathematicians Who Helped Win the Space Race
Shetterly, Margot Lee
Paperback
Graph Paper Composition Notebook: Quad Ruled 5x5, Grid Paper for Students in Math and Science
Wizo, Math
Paperback
50 Math Tricks That Will Change Your Life: Mentally Solve the Impossible in Seconds
Zakowich, Tanya
Paperback
Vector: A Surprising Story of Space, Time, and Mathematical Transformation
Arianrhod, Robyn
Hardcover
Quantum Mechanics Done Right: The Shortest Path from Novice to Researcher
Freericks, James K.
Hardcover
Touchthinklearn: Numbers: (Board Books for Baby Learners, Touch Feel Books for Children)
Deneux, Xavier
Hardcover
New York Post Fiendish Sudoku: The Official Utterly Addictive Number-Placing Puzzle
Gould, Wayne
Paperback
A Mind for Numbers: How to Excel at Math and Science (Even If You Flunked Algebra)
Oakley, Barbara
Paperback
ALEKS Math Placement Test Prep 2026: 1200 Verified Practice Questions with Accurate Answer Keys, Step-by-Step Worked Solutions, and Clear Concept Expl
Publishing, Kettford
Reid, Marcus L.
Paperback
Partial Differential Equations: Theory and Completely Solved Problems
Van Roessel, H.
Hillen, T.
Leonard, I. E.
Paperback
Secrets of Mental Math: The Mathemagician's Guide to Lightning Calculation and Amazing Math Tricks
Benjamin, Arthur
Shermer, Michael
Paperback
Un Elefante: Numbers / Números (Bilingual: English/Spanish): A Bilingual Counting Book
Stein, Ariana
Rodriguez, Patty
Hardcover
Sudoku for Brain Fitness: 90-Day Challenge to Sharpen the Mind and Strengthen Cognitive Skills
Clontz, Steven
Demyanovich, Julie
Paperback
Building Thinking Classrooms in Mathematics, Grades K-12: 14 Teaching Practices for Enhancing Learning
Liljedahl, Peter
Paperback
Concrete Mathematics: A Foundation for Computer Science
Graham, Ronald
Patashnik, Oren
Knuth, Donald
Hardcover
Talentos Ocultos: La Genialidad No Tiene Color. La Fuerza No Tiene Género. El Valor No Tiene Límite.
Shetterly, Margot Lee
Paperback
180 Days(r) Math for First Grade: Practice, Assess, Diagnose
Smith, Jodene
Smith, Jodene Lynn
Paperback
Number Systems and the Foundations of Analysis
Mathematics
Mendelson, Elliott
Dudley, Underwood
Paperback
The Beginner's Guide to Constructing the Universe: The Mathematical Archetypes of Nature, Art, and Science
Schneider, Michael S.
Paperback
It's All a Game: The History of Board Games from Monopoly to Settlers of Catan
Donovan, Tristan
Paperback
Medical Dosage Calculations for Dummies
Depuente, Vanessa
Schoenborn, Barry
Snyder, Richard W.
Paperback
300 Math CrossWords: Addition, Subtraction, Multiplication, and Division Math CrossWords Grade 3 and Above, Age +8
Martin, Josh Ortiz
Paperback
Reaching for the Extreme: How the Quest for the Biggest, Fewest, and Weirdest Makes Math
Stewart, Ian
Hardcover
Math Fundamentals 3 - Geometry: For Middle School - A Quickstudy Laminated Reference Guide
Expolog
Warren, Peggy
Wright, Susan
Other
Sciencia: Mathematics, Physics, Chemistry, Biology, and Astronomy for All
Watkins, Matthew
Betts, Moff
Tweed, Matt
Hardcover
30 More Math Mysteries Kids Can't Resist!: Quick & Clever Mysteries That Boost Problem-Solving Skills
Lee, Martin
Paperback