Mathematical Finance: Stochastic Models Год выпуска: 2008Автор: Jacques Janssen, Raimondo Manca, Ernesto VolpeИздательство: Страниц: 352ISBN: 1905209851Описание This succinct overview examines stochastic processes and Ito’s formula, the main tool of stochastic finance. Classical fields—such as the evaluation of equity options, the basis of quantitative risk management, and interest rate stochastic models and how they are applied to bond options—are also discussed along with the increasingly important areas of Markov and semi-Markov risk and evaluation models.
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Александр Всё получил. Спасибо вам за то, что смогли сделать! Благодарю вас. Вы очень много смогли сделать, чем очень мне помогли.
