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Stochastic Methods in Finance: Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone / Brixen, Italy, July 6-12, 2003 - Lecture Notes in Mathematics Kerry Back 2004 edition
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Stochastic Methods in Finance: Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone / Brixen, Italy, July 6-12, 2003 - Lecture Notes in Mathematics
Kerry Back
It deals with innovative methods, mainly from stochastic analysis, that play a fundamental role in the mathematical modelling of finance and insurance: the theory of stochastic processes, optimal and stochastic control, stochastic differential equations, convex analysis and duality theory.
328 pages, biography
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2004. gada 22. novembris |
| ISBN13 | 9783540229537 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 312 |
| Izmēri | 155 × 235 × 17 mm · 485 g |
| Valoda | Angļu Vācu |
| Redaktors | Frittelli, Marco |
| Redaktors | Runggaldier, Wolfgang J. |
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