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Introduction to Stochastic Calculus for Finance: A New Didactic Approach - Lecture Notes in Economics and Mathematical Systems Dieter Sondermann 1st ed. 2006. Corr. 3rd printing 2007 edition
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Introduction to Stochastic Calculus for Finance: A New Didactic Approach - Lecture Notes in Economics and Mathematical Systems
Dieter Sondermann
The text presents a quick (but by no means "dirty") road to the tools required for advanced finance in continuous time, including option pricing by martingale methods, term structure models in a HJM-framework and the Libor market model.
138 pages, biography
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2006. gada 27. jūlijs |
| ISBN13 | 9783540348368 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 138 |
| Izmēri | 155 × 235 × 8 mm · 222 g |
| Valoda | Angļu |
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