Stochastic Finance - An Introduction With Market Examples

"This comprehensive text presents an introduction to pricing and hedging in financial models, with an emphasis on analytical and probabilistic methods. It demonstrates both the power and limitations of mathematical models in finance. The book starts withthe basics of finance and stochastic calculus and builds up to special topics, such as options, derivatives, and credit default and jump processes. Many real examples illustrate the topics and classroom-tested exercises are included in each chapter, withselected solutions at the back of the book"--

Détails du produit

• Auteurs: Nicolas Privault, Nicolas (Nanyang Technological Universit Privault, Nicolas (Nanyang Technological University Privault, Privault Nicolas
• Edition: Taylor & Francis Ltd.
• Langues: Anglais
• Format d'édition: Livre Relié
• Sortie: 20.12.2013
• EAN: 9781466594029
• ISBN: 978-1-4665-9402-9
• Pages: 441
• Thèmes: Chapman and Hall/CRC Financial Mathematics Series; Chapman & Hall/CRC Financial Mathematics Series; Chapman and Hall/CRC Financial Mathematics Series
• Catégories: Sciences sociales, droit, économie > Economie > Général, dictionnaires; BUSINESS & ECONOMICS / Finance / General, MATHEMATICS / General, MATHEMATICS / Probability & Statistics / General, Economic statistics, Finance & accounting, Probability & statistics, Applied mathematics, Probability and statistics, Finance and accounting, Econometrics and economic statistics