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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,...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Choe, Geon Ho (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cham : Springer International Publishing : Imprint: Springer, 2016.
Edición:1st ed. 2016.
Colección:Universitext,
Temas:
Acceso en línea:Texto Completo