Stochastic Analysis for Finance with Simulations
This book is an introduction to stochastic analysis and quantitative finance; it includes both theoretical and computational methods. Topics covered are stochastic calculus, option pricing, optimal portfolio investment, and interest rate models. Also included are simulations of stochastic phenomena,...
Clasificación: | Libro Electrónico |
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Autor principal: | |
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Formato: | Electrónico eBook |
Idioma: | Inglés |
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Cham :
Springer International Publishing : Imprint: Springer,
2016.
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Edición: | 1st ed. 2016. |
Colección: | Universitext,
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Acceso en línea: | Texto Completo |