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Topics in Numerical Methods for Finance - Springer Proceedings in Mathematics & Statistics Mark Cummins 2012 edition
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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 Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2014. gada 8. augusts |
| ISBN13 | 9781489973559 |
| Izdevēji | Springer-Verlag New York Inc. |
| Lapas | 204 |
| Izmēri | 155 × 235 × 12 mm · 335 g |
| Valoda | Angļu |
| Redaktors | Cummins, Mark |
| Redaktors | Miller, John J.H. |
| Redaktors | Murphy, Finbarr |