Applications of Stochastic Models in Finance Год выпуска: 2014Автор: Reza HabibiИздательство: LAP Lambert Academic PublishingСтраниц: 92ISBN: 9783659302978Описание This note contains some applications of stochastic models in finance. For example, we survey Markov Decision Processes, Bayesian Networks, Adaptive Control, Black-Scholes Pricing methods. This note involves the change point analysis in some financial models, risk management, portfolio selection and credit scoring in financial institutions. Some papers are too short, however, we have studied an observation.
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Светка Диплом после вашего сопровождения защитила на отл! Спасибо Вам, Марина Михайловна, огромное! :)
