Pocket • 2004 • Norsk Bokmål

Option theory with stochastic analysis : an introduction to mathematical finance

Name: Option theory with stochastic analysis : an introduction to mathematical finance
SKU: 9783540405023
Price: 89.0 NOK
Availability: InStock
Rating: 5 (1 reviews)
ISBN: 9783540405023

Av Fred Espen Benth

1 vurderinger • 5.0 av 5

‌
‌

‌

‌
‌

‌

‌
‌
‌
‌
‌
‌
‌
‌

‌

Om boken

<p>This is a very basic and accessible introduction to option pricing, invoking a minimum of stochastic analysis and requiring only basic mathematical skills. It covers the theory essential to the statistical modeling of stocks, pricing of derivatives with martingale theory, and computational finance including both finite-difference and Monte Carlo methods.</p>

Om boken

ISBN

9783540405023

Forlag

Berlin : Springer

Publiseringsår

2004

Språk

Norsk Bokmål

Originaltittel

Option theory with stochastic analysis : an introduction to mathematical finance

Format

Pocket

Frakt og retur

Frakt

Brukte bøker sendes av selgeren. Forventet leveringstid etter pakken er sendt er 2-4 dager.

Returer

Kontakt selgeren etter levering.

Omtaler · 0

1 vurderinger • 5.0 av 5

Du vil kanskje også like

Fundamentals of Futures and Options Markets

John Hull

Probability and Statistics for Economists

Bruce Hansen

Introductory Econometrics for Finance

Chris (University of Reading) Brooks

Finance: A quantitative introduction

Nicolas Alonso-Vante

Essentials of Investments

Zvi Bodie

Managerial Economics

Mark Hirschey

Asset Pricing and Portfolio Choice Theory

Rice University) Back Kerry E. (J. Howard Creekmore Professor of Finance Jones School of Business

Introduction to Econometrics

Christopher (Associate Professor in Economics at the London School of Economics) Dougherty

Financial Analytics with R

Mark Bennett

Microeconomic Theory

Christopher (Dartmouth College) Snyder

Intermediate Financial Theory

Switzerland) Danthine Jean-Pierre (Vice-Chairman of the Governing Board at the Swiss National Bank in Bern

Introduction to probability models

Sheldon M. Ross

Introduction to Management Science

Frederick Ebot. Ashu

Introductory Course on Financial Mathematics

M.V Tretyakov

An Introduction to the Mathematics of Financial Derivatives

Salih N. Neftci

Options, Futures, and Other Derivatives

John, C.

Derivative Pricing in Discrete Time

Alet Roux

Microeconomic Theory Basic Principles and Extensions

Christopher Snyder, Walter Nicholson

Stochastic Calculus for Finance II

Steven E. Shreve

Mathematics for Finance

Capiński, Marek

Introduction to Probability Models 10th Editi…

Sheldon M. Ross

Analysis of Financial Time Series

Ruey S. Tsay

An introduction to global financial markets

Stephen Valdez

Probability and Random Variables a beginner's guide

David Stirzaker

Numerical Methods in Finance and Economics A MATLAB-Based Introduction

Paolo Brandimarte

Essential Mathematics for Economic Analysis

Knut Sydsæter

Economic and Financial Decisions Under Risk

Louis Eeckhoudt

Arbitrage Theory in Continuous Time

Tomas Björk

Real Options and Investment Under Uncertainty Classical Readings and Recent Contributions

Eduardo S. Schwartz

Stochastic Differential Equations: An Introduction with Applications

Bernt øksendal

Foundations of risk analysis

Terje Aven

Matematisk finans

Fred Espen Benth

An introduction to management science

South west

An Introduction to Stochastic Modeling

Howard M. Taylor

Mathematics for Economists

Lawrence E. Blume, Carl P. Simon