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An Introduction to Financial Mathematics in Continuous Time
In stochastic analysis in continuous time one usually considers R+ instead of N as the index set describing time, i.e at every time point t R one observes a random variable Xt. Whereas in discrete time one í dealing with random sequences X(t): N - R, in continuous time one is workng with stochastic functions X(t): R+ - R. Thuogh many results obtained in discrete time have a continuous time analogue we have to modify several notions and results
53 p itc 27/01/2013 357 2
Từ khóa: mathematical modeling, financial markets, trading and arbitrage, market completeness, black and scholes formula, thị trường tài chính
An Introduction to the Mathematics of Financial Derivatives
This popular text, publishing Spring 1999 in its Second Edition, introduces the mathematics underlying the pricing of derivatives. The increase of interest in dynamic pricing models stems from their applicability to practical situations: with the freeing of exchange, interest rates, and capital controls, the market for derivative products has matured and pricing models have become more accurate. Professor Neftci's book answers the need for a...
277 p itc 15/01/2013 327 2
Từ khóa: business mathematics, finance accounting, finance banking, derivatives, công cụ tài chính phát sinh, pricing models, interest rates, capital controls
Mathematical Finance: Deterministic and Stochastic Models (ISTE)
This book provides a detailed study of Financial Mathematics. In addition to the extraordinary depth the book provides, it offers a study of the axiomatic approach that is ideally suited for analyzing financial problems. This book is addressed to MBA's, Financial Engineers, Applied Mathematicians, Banks, Insurance Companies, and Students of Business School, of Economics, of Applied Mathematics, of Financial Engineering, Banks, and more.
875 p itc 07/01/2013 313 2
Từ khóa: Economics, Applied Mathematics, Financial Engineering, Banks, Financial Mathematics, deterministic and stochastic models
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