Корично изображение Електронна книга

A course in Financial calculus /

A text for first courses in financial calculus; lots of examples and exercises.

Основен автор: Etheridge, Alison.
Други автори: Baxter, Martin, 1968-
Формат: Електронна книга
Език: English
Публикувано: Cambridge, UK ; New York : Cambridge University Press, 2002.
Предмети:
Derivative securities > Prices > Mathematics.
Business mathematics.
Portfolio-theorie.
Stochastische analyse.
Stochastische processen.
Instruments derives (Finances) > Prix > Mathematiques.
Mathematiques financie€res.
BUSINESS & ECONOMICS > Investments & Securities > Stocks.
Finanzmathematik.
Black-Scholes-Modell.
Electronic books.
Онлайн достъп: http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=304447
Подобни документи: Print version:: Course in Financial calculus.
Съдържание:
  • Cover; Half-title; Title; Copyright; Contents; Preface; 1 Single period models; 2 Binomial trees and discrete parameter martingales; 3 Brownian motion; 4 Stochastic calculus; 5 The Black-Scholes model; 6 Different payoffs; 7 Bigger models; Bibliography; Notation; Index.

Подобни библ. документи