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Mathematical Methods for Financial Markets фото книги маленькое 2
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Mathematical Methods for Financial Markets фото книги

Mathematical Methods for Financial Markets

(0 отзывов)
631.82 BYN
568.64 BYN
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Доставка в Минск: 18 Сентября (Пт) - 21 Сентября (Пн)
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Stochastic processes of common use in Mathematical finance are presented throughout the book, which consists of eleven chapters, interlacing on 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, Levy 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.
Артикул
1999106
Издательство
Springer
Тип обложки
твердый переплет
Автор
Штрих код
9781852333768
Год
Страниц
758
Вес
1237 гр.
Импортер
ООО «Абрис-Бел». 220112, РБ, г. Минск, ул. Cырокомли 7-167
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