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This comprehensive introduction to mathematical finance is designed for students with no prior knowledge of stochastic calculus or measure-theoretic probability. It begins with foundational concepts like utility and the mean-variance approach to portfolio choice, then delves into derivative pricing with topics including the binomial model, discrete-time models, Brownian motion, and the Black-Scholes model. The text is enriched with exercises and solutions, making it a practical resource for learning key financial theories and models.
Buchkauf
Stochastic Financial Models, Douglas Kennedy
- Sprache
- Erscheinungsdatum
- 2010
- product-detail.submit-box.info.binding
- (Hardcover)
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- Titel
- Stochastic Financial Models
- Sprache
- Englisch
- Autor*innen
- Douglas Kennedy
- Verlag
- CRC Press
- Erscheinungsdatum
- 2010
- Einband
- Hardcover
- Seitenzahl
- 272
- ISBN13
- 9781420093452
- Kategorie
- Wirtschaft, Mathematik
- Beschreibung
- This comprehensive introduction to mathematical finance is designed for students with no prior knowledge of stochastic calculus or measure-theoretic probability. It begins with foundational concepts like utility and the mean-variance approach to portfolio choice, then delves into derivative pricing with topics including the binomial model, discrete-time models, Brownian motion, and the Black-Scholes model. The text is enriched with exercises and solutions, making it a practical resource for learning key financial theories and models.