Spara
Stochastic Methods in Finance
Författare:
häftad, 2004
Engelska
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.
- Undertitel
- Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003
- Författare
- Kerry Back, Tomasz R. Bielecki, Christian Hipp, Shige Peng, Walter Schachermayer
- Redaktör
- Marco Frittelli, Wolfgang J. Runggaldier
- Upplaga
- 2004 ed.
- ISBN
- 9783540229537
- Språk
- Engelska
- Vikt
- 310 gram
- Utgivningsdatum
- 2004-11-22
- Sidor
- 312
