Описание
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.
Детали книги
Формат
Твердый переплет
Страницы
352 страниц
Язык
Английский
Опубликовано
Jan 1, 2008
Издатель
Iste Publishing Company
ISBN-10
1905209851
ISBN-13
9781905209859