Könyv Mathematical Finance and Probability P. Koch Medina

Mathematical Finance and Probability

A Discrete Introduction

Nyelv: Angol
Kötés: Puha kötésű
Elérhetőség: Beszállítói készleten
Küldés 5-8 napon belül
25 066 Ft
The objective of this book is to give a self-contained presentation to the theory underlying the val...

Információk a könyvről

Nyelv
Angol
Kötés
Könyv - Puha kötésű
Kiadva
2002
oldal
328
EAN
9783764369217
ISBN
3764369213
Enbook ID
01716636
Súly
1070
Méretek
155 x 235 x 19

Teljes leírás

The objective of this book is to give a self-contained presentation to the theory underlying the valuation of derivative financial instruments, which is becoming a standard part of the toolbox of professionals in the financial industry. Not going for the greatest possible level of generality is greatly rewarded by a greater insight into the underlying economic ideas, putting the reader in an excellent position to proceed to the more general continuous-time theory.§The material will be accessible to students and practitioners having a working knowledge of linear algebra and calculus. All additional material is developed from the very beginning as needed. In particular, the book also offers an introduction to modern probability theory, albeit mostly within the context of finite sample spaces.

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