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Topics in Numerical Methods for Finance
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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.

Opplag
2012 ed.
ISBN
9781461434320
Språk
Engelsk
Vekt
446 gram
Utgivelsesdato
16.7.2012
Antall sider
204