Stochastic Finance : a Numeraire Approach.
... a nice book for researchers and practitioners. ... this book can be regarded as a wonderful application of stochastic analysis, as it includes not only detailed theoretical proofs but also practical illustrative examples. With the systematic and feasible numeraire techniques, the book can serve...
Clasificación: | Libro Electrónico |
---|---|
Autor principal: | Vecer, Jan |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Hoboken :
CRC Press,
2011.
|
Colección: | Chapman & Hall/CRC financial mathematics series.
|
Temas: | |
Acceso en línea: | Texto completo Texto completo |
Ejemplares similares
-
Stochastic Finance : a Numeraire Approach.
por: Vecer, Jan
Publicado: (2011) -
Stochastic analysis, stochastic systems, and applications to finance /
Publicado: (2011) -
Stochastic analysis, stochastic systems, and applications to finance /
Publicado: (2011) -
Stochastic finance : an introduction in discrete time.
por: Fllmer, Hans
Publicado: (2016) -
Problems and solutions in mathematical finance : stochastic calculus /
por: Chin, Eric, 1971-
Publicado: (2014)