Descripción
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.
Detalles del libro
Formato
Tapa dura
Páginas
352 páginas
Idioma
Inglés
Publicado
Jan 1, 2008
Editorial
Iste Publishing Company
ISBN-10
1905209851
ISBN-13
9781905209859