Stochastic Finance
(Sprache: Englisch)
Since the pioneering work of Black, Scholes, and Merton in the field of financial mathematics, research has led to the rapid development of a substantial body of knowledge, with plenty of applications to the common functioning of the world's financial...
Leider schon ausverkauft
versandkostenfrei
Buch
160.49 €
80 DeutschlandCard Punkte
sammeln
- Lastschrift, Kreditkarte, Paypal, Rechnung
- Kostenlose Rücksendung
- Ratenzahlung möglich
Produktdetails
Produktinformationen zu „Stochastic Finance “
Klappentext zu „Stochastic Finance “
Since the pioneering work of Black, Scholes, and Merton in the field of financial mathematics, research has led to the rapid development of a substantial body of knowledge, with plenty of applications to the common functioning of the world's financial institutions.
Mathematics, as the language of science, has always played a role in the development of knowledge and technology. Presently, the high-tech character of modern business has increased the need for advanced methods, which rely to a large extent on mathematical techniques. It has become essential for the financial analyst to possess a high degree of proficiency in these mathematical techniques.
Inhaltsverzeichnis zu „Stochastic Finance “
- From the contents- Diversity and relative arbitrage in financial markets (Y. Karatzas)
- Optimal mortgage refinancing with endogenous mortgage rates (S. Pliska)
- A benchmark approach to risk management (E. Platen)
- Computing efficient hedging strategies in discontinuous market models (W. Runggaldier)
- Risk-tolerance wealth processes and sensitivity analysis of utility-based prices (D. Kramkov)
- Mean-risk portfolio selection models in continuous time (X.-Y. Zhou)
- On certain properties of stochastic volatility models (C. Klüppelberg)
- A flexible class of stochastic volatility models of the diffusion type (M. Søerensen)
Bibliographische Angaben
- 2006, 364 Seiten, Maße: 16 x 24,1 cm, Gebunden, Englisch
- Herausgegeben:Shiryaev, Albert N.; Grossinho, Maria do Rosário; Oliveira, Paulo E.; Esquível, Manuel L.
- Herausgegeben: Albert N. Shiryaev, Manuel L. Esquível, Paulo E. Oliveira, Maria do Rosário Grossinho
- Verlag: Springer
- ISBN-10: 0387282629
- ISBN-13: 9780387282626
- Erscheinungsdatum: 24.10.2005
Sprache:
Englisch
Kommentar zu "Stochastic Finance"
0 Gebrauchte Artikel zu „Stochastic Finance“
| Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
|---|
Schreiben Sie einen Kommentar zu "Stochastic Finance".
Kommentar verfassen