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Financial Modeling: A Backward Stochastic Differential Equations Perspective - Springer Finance Stephane Crepey 2013 edition
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Financial Modeling: A Backward Stochastic Differential Equations Perspective - Springer Finance
Stephane Crepey
This book examines financial modeling and computational finance from a BSDE perspective, presenting a unified view of the pricing and hedging theory across all asset classes as well as a review of quantitative finance tools.
415 pages, 13 colour illustrations, biography
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2013. gada 19. jūnijs |
| ISBN13 | 9783642371127 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 459 |
| Izmēri | 165 × 242 × 31 mm · 850 g |
| Valoda | Franču |
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