Spar
Stochastic Methods in Finance
Forfatter:
heftet, 2004
Engelsk
648,-
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.
- Undertittel
- Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003
- Redaktør
- Marco Frittelli, Wolfgang J. Runggaldier
- Opplag
- 2004 ed.
- ISBN
- 9783540229537
- Språk
- Engelsk
- Vekt
- 310 gram
- Utgivelsesdato
- 22.11.2004
- Antall sider
- 312
