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Stochastic Models of Financial Mathematics

Jezik EngleskiEngleski
Knjiga Tvrdi uvez
Knjiga Stochastic Models of Financial Mathematics Vigirdas Mackevicius
Libristo kod: 14644302
Nakladnici Iste Press - Elsevier, listopad 2016
These lecture notes are based on a graduate course given for several years at Vilnius University as... Cijeli opis
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These lecture notes are based on a graduate course given for several years at Vilnius University as part of the master program Financial and Actuarial Mathematics. They are intended to give a short introduction to continuous-time financial models including Black--Scholes and interest rate models. Some basic knowledge of stochastic integration and differential equations theory is preferable, although, formally, all the preliminary information is given in part 1 of the lecture notes. About continuous-time stochastic models of financial mathematicsBlack-Sholes model and interest rate modelsRequiring a minimum knowledge of stochastic integration and stochastic differential equations

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Informacije o knjizi

Puni naziv Stochastic Models of Financial Mathematics
Autor Vigirdas Mackevicius
Jezik Engleski
Uvez Knjiga - Tvrdi uvez
Datum izdanja 2016
Broj stranica 130
EAN 9781785481987
ISBN 1785481983
Libristo kod 14644302
Nakladnici Iste Press - Elsevier
Težina 374
Dimenzije 238 x 159 x 15

Kategorija

Mathematics & Science > Mathematics > Optimization > Game theory
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
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