This important book provides information necessary for those dealing with stochastic calculus and pricing in the models of financial markets operating under uncertainty; introduces the reader to the main concepts, notions and results of stochastic financial mathematics; and develops applications of these results to various kinds of calculations required in financial engineering. It also answers the requests of teachers of financial mathematics and engineering by making a bias towards probabilistic and statistical ideas and the methods of stochastic calculus in the analysis of market risks.
Cumpărați această carte electronică și primiți încă 1 GRATUIT!
Limba Engleză ● Format PDF ● Pagini 852 ● ISBN 9789812385192 ● Mărime fișier 32.8 MB ● Editura World Scientific Publishing Company ● Oraș Singapore ● Țară SG ● Publicat 1999 ● Descărcabil 24 luni ● Valută EUR ● ID 2445013 ● Protecție împotriva copiilor Adobe DRM
Necesită un cititor de ebook capabil de DRM