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Topics in Numerical Methods for Finance - Springer Proceedings in Mathematics & Statistics Mark Cummins 2012 edition
Topics in Numerical Methods for Finance - Springer Proceedings in Mathematics & Statistics
Mark Cummins
Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement.
204 pages, biography
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2012. gada 16. jūlijs |
| ISBN13 | 9781461434320 |
| Izdevēji | Springer-Verlag New York Inc. |
| Lapas | 204 |
| Izmēri | 155 × 235 × 14 mm · 512 g |
| Valoda | Angļu |
| Redaktors | Cummins, Mark |
| Redaktors | Miller, John J.H. |
| Redaktors | Murphy, Finbarr |