- Bạn vui lòng tham khảo Thỏa Thuận Sử Dụng của Thư Viện Số
Tài liệu Thư viện số
Danh mục TaiLieu.VN
Partial Differential Equations and Diffusion Processes
In mathematics, a partial differential equation (PDE) is a differential equation that contains unknown multivariable functions and their partial derivatives. (This is in contrast to ordinary differential equations, which deal with functions of a single variable and their derivatives.) PDEs are used to formulate problems involving functions of several variables, and are either solved by hand, or used to create a relevant computer model. PDEs...
108 p itc 27/01/2013 324 1
Từ khóa: Partial differential equation, stochastic processes, stochastic calculus, volatility estimation, optimal control, black scholes equation
Frequently Asked Questions in Quantitative Finance
The book then has sections on: -Most Popular Probability Distributions and Their Uses in Finance -Ten Different Ways to Derive Black-Scholes -Models and Equations -The Black-Scholes formula and the Greeks -Common Contracts -Popular Quant Books -The Most Popular Search Words and Phrases on [...] -Brainteasers -Paul & Dominic's Guide to Getting a Quant Job it covers a lot of ground in a little more than 400 pages but it is a useful...
432 p itc 20/01/2013 377 3
Từ khóa: principles of financial engineering, futures and other derivatives, stochastic calculus for finance, finance, quantitative finance, frequently asked questions in quantitative finance
Introduction to Stochastic Calculus Applied to Finance
In recent years the growing importance of derivative products financial markets has increased financial institutions' demands for mathematical skills. This book introduces the mathematical methods of financial modeling with clear explanations of the most useful models. Introduction to Stochastic Calculus begins with an elementary presentation of discrete models, including the Cox-Ross-Rubenstein model. This book will be valued by...
197 p itc 07/01/2013 332 2
Từ khóa: derivative products financial markets, financial institutions, finance theory, applied probability, thị trường tài chính, introduction to stochastic calculus applied to finance
Đăng nhập
Bộ sưu tập nổi bật