Stochastic Financial Models
Av Douglas Kennedy, 2018.Del av serien Chapman and Hall/CRC Financial Mathematics Series.
Developed from the esteemed author's advanced undergraduate and graduate courses at the University of Cambridge, this text provides a hands-on, sound introduction to mathematical finance. Assuming no prior knowledge of stochastic calculus or measure-theoretic probability, the author includes the relevant mathematical background as well as many exercises with solutions. He first presents the classical topics of utility and the mean-variance approach to portfolio choice. Focusing on derivative pricing, the text then covers the binomial model, the general discrete-time model, Brownian motion, the Black-Scholes model, and various interest-rate models.
Språk: Engelsk
Ikke tilgjengelig for Klikk&Hent
Midlertidig tomt på lager
Bestillingsvare. Forventes sendt om ca 8 dager
Stochastic Financial Models
Av Douglas Kennedy, 2018.Del av serien Chapman and Hall/CRC Financial Mathematics Series.
Developed from the esteemed author's advanced undergraduate and graduate courses at the University of Cambridge, this text provides a hands-on, sound introduction to mathematical finance. Assuming no prior knowledge of stochastic calculus or measure-theoretic probability, the author includes the relevant mathematical background as well as many exercises with solutions. He first presents the classical topics of utility and the mean-variance approach to portfolio choice. Focusing on derivative pricing, the text then covers the binomial model, the general discrete-time model, Brownian motion, the Black-Scholes model, and various interest-rate models.
Språk: Engelsk
Ikke tilgjengelig for Klikk&Hent
Midlertidig tomt på lager
Bestillingsvare. Forventes sendt om ca 8 dager
Ved å fullføre kjøpet aksepterer du kjøpsvilkårene.
