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Topics in Numerical Methods for Finance
Tallenna

Topics in Numerical Methods for Finance

Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement.

Painos
2012 ed.
ISBN
9781489973559
Kieli
englanti
Paino
310 grammaa
Julkaisupäivä
8.8.2014
Sivumäärä
204