Descrizione
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.
Dettagli del libro
Formato
Copertina rigida
Pagine
352 pagine
Lingua
Inglese
Pubblicato
Jan 1, 2008
Editore
Iste Publishing Company
ISBN-10
1905209851
ISBN-13
9781905209859