Opis
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.
Szczegóły książki
Format
Twarda okładka
Strony
352 stron
Język
Angielski
Opublikowany
Jan 1, 2008
Wydawca
Iste Publishing Company
ISBN-10
1905209851
ISBN-13
9781905209859