Introduction to stochastic calculus applied to finance
Suitable for students of mathematical finance, or a quick introduction to researchers and finance practitioners. This book covers the stochastic calculus theory required, as well as many key finance topics, including a chapter dedicated to credit risk modeling.
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| Format: | UnknownFormat |
| Sprache: | eng |
| Veröffentlicht: |
Boca Raton u.a.
Chapman & Hall/CRC
2008
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| Ausgabe: | 2. ed. |
| Schriftenreihe: | Chapman & Hall /CRC financial mathematics series
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| Schlagworte: |
Stochastischer Prozess / Optionspreistheorie / Portfolio-Management / Finanzmathematik / Theorie
> Mathematik
> Mathematisches Modell
> Investments
> Mathematics
> Options (Finance)
> Mathematical models
> Stochastic analysis
> Stochastik
> Finanzwirtschaft
> Stochastisches Modell
> Stochastischer Prozess
> Option
> Stochastische Analysis
> Finanzmathematik
> Optionshandel
> Einführung
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| Online Zugang: | Inhaltsverzeichnis |
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Tag hinzufügen | Zusammenfassung: | Suitable for students of mathematical finance, or a quick introduction to researchers and finance practitioners. This book covers the stochastic calculus theory required, as well as many key finance topics, including a chapter dedicated to credit risk modeling. |
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| Beschreibung: | 253 S. |
| ISBN: | 1584886269 1-58488-626-9 9781584886266 978-1-58488-626-6 |