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Stochastic Methods in Finance - Kerry Back - Bog

- Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003

Bag om Stochastic Methods in Finance

It deals with innovative methods, mainly from stochastic analysis, that play a fundamental role in the mathematical modelling of finance and insurance: the theory of stochastic processes, optimal and stochastic control, stochastic differential equations, convex analysis and duality theory.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783540229537
  • Indbinding:
  • Paperback
  • Sideantal:
  • 312
  • Udgivet:
  • 22. november 2004
  • Udgave:
  • 2004
  • Størrelse:
  • 235x155x17 mm.
  • Vægt:
  • 472 g.
  • 8-11 hverdage.
  • 6. december 2024
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  • BLACK NOVEMBER

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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Stochastic Methods in Finance

It deals with innovative methods, mainly from stochastic analysis, that play a fundamental role in the mathematical modelling of finance and insurance: the theory of stochastic processes, optimal and stochastic control, stochastic differential equations, convex analysis and duality theory.

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