Tallenna
Stochastic Methods in Finance
Kirjailija:
nidottu, 2004
englanti
74,40 €
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.
- Alaotsikko
- Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003
- Kirjailija
- Kerry Back, Tomasz R. Bielecki, Christian Hipp, Shige Peng, Walter Schachermayer
- Toimittaja
- Marco Frittelli, Wolfgang J. Runggaldier
- Painos
- 2004 ed.
- ISBN
- 9783540229537
- Kieli
- englanti
- Paino
- 310 grammaa
- Julkaisupäivä
- 22.11.2004
- Sivumäärä
- 312
