Gå direkte til innholdet
Topics in Numerical Methods for Finance
Spar

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
9781489973559
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
8.8.2014
Antall sider
204