الوصف
This succinct overview examines stochastic processes and Itô’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.
تفاصيل الكتاب
تنسيق
غلاف صلب
صفحات
352 صفحات
لغة
الإنجليزية
منشور
Jan 1, 2008
الناشر
Iste Publishing Company
رقم ISBN-10
1905209851
رقم ISBN-13
9781905209859