설명
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.
책 세부 정보
형식
하드커버
페이지
352 페이지
언어
영어
출판됨
Jan 1, 2008
출판사
Iste Publishing Company
ISBN-10
1905209851
ISBN-13
9781905209859