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Topics in Numerical Methods for Finance
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Topics in Numerical Methods for Finance

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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.

Upplaga
2012 ed.
ISBN
9781489973559
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2014-08-08
Sidor
204