Calcolo stocastico per la finanza = Stochastic Calculation for Finance
- المؤلف
- Andrea Pascucci
- سنة النشر
- 2008
- الناشر
- Springer
- لغة الملف
- إيطالي
- نوع الملف
- Book
- تصنيف الكتاب
- Mathematics and Statistics
- تحميل الكتاب قراءة الكتاب
Offers an introduction to the mathematical, probabilistic and numerical methods that are the basis of the models for the valuation of derivative instruments, such as options and futures, dealt with in modern financial markets. The book is aimed at readers with scientific training, wishing to develop skills in the field of stochastic calculus applied to finance.
الكلمات المفتاحية: Mathematics and Statistics / Public economics / Analysis / Applications of Mathematics / Quantitative Finance / Partial Differential Equations / Mathematical Modeling and Industrial Mathematics / Derivate / Markov / Valutazioni di derivati / Calcolo stocastico / Equazioni differenziali stocastiche / Finanza matematica / Operator / Teoria dellarbitraggio / Quantitative finance / Partial differential equations / Derivatives Evaluations / Stochastic Calculus / Stochastic Differential Equations / Mathematical Finance / Operator / Arbitrage Theory
