Mathematical Methods for Financial Markets

Name: Mathematical Methods for Financial Markets
Brand: Springer London Ltd
SKU: 9781852333768
Price: 534.36 PLN
Availability: InStock

Autor: Monique Jeanblanc

Język:

Oprawa: Twarda

Wydawca: Springer London Ltd

Dostępność: Dostępna u dostawcy

Wysyłamy za 10-18 dni

534.36 zł

Stochastic processes of common use in mathematical finance are presented throughout this book, which...

Informacje o książce

Autor

Monique Jeanblanc

Język

Angielski

Oprawa

Książka - Twarda

Data wydania

2009

strony

732

EAN

9781852333768

ISBN

1852333766

Enbook ID

04296742

Wydawca

Springer London Ltd

Waga

1282

Wymiary

169 x 244 x 45

Pełny opis

Stochastic processes of common use in mathematical finance are presented throughout this book, which consists of eleven chapters, interlacing on the one hand financial concepts and instruments, such as arbitrage opportunities, admissible strategies, contingent claims, option pricing, default risk, ruin, and on the other hand, Brownian motion, diffusion processes, Lévy processes, together with the basic properties of these processes. The first half of the book is devoted to continuous path processes whereas the second half deals with discontinuous processes.§Only basic knowledge of probability theory is assumed; the book is organized so that the mathematical facts pertaining to a given financial question are gathered close to the study of that question.

Możesz być zainteresowany

Najczęściej wyszukiwane

Categories

Authors

Publishers

Produkty

Produkty

Najczęściej wyszukiwane

Categories

Authors

Publishers

Produkty

Produkty

Mathematical Methods for Financial Markets

Informacje o książce

Pełny opis

Możesz być zainteresowany

Man Who Solved the Market

Numerical Methods in Finance

The First Dai and Julia Omnibus

The Prayer Of Faith

Man Who Solved the Market

Puzzle 3D City Line London 107

Japanese Verbs

Guide to IPsec VPNs: NiST SP 800-77

Advances in Intelligent Process-Aware Information Systems

The Vikings: Conquerors of the World

Behind a Mask -Or- A Woman's Power

ENGINEERING EDUCATION: BEING PROCEEDINGS

Elements of Chemistry

Those Who Can, Kill: Crime Thriller

The Fitness Devotional: Volume 2

Beneficiary Features of American Trade Unions

Abraham Lincoln: Man of God

Just Conversations: For ESL Students

Smart Staffing: How to Hire, Reward and Keep Employees to Grow Your Company

Daily Stoic Journal

Power of Shaolin Kung Fu

English-Greek Toad Pee/Ούρα Βατράχου Children's Bilingual Picture Book

The Zohar Aramaic, Volume 1

A Ruthless Bloody Betrayal