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Record Nr. |
UNICAMPANIAVAN0115385 |
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Autore |
Choe, Geon Ho |
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Titolo |
Stochastic analysis for finance with simulations / Geon Ho Choe |
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Pubbl/distr/stampa |
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Titolo uniforme |
Stochastic analysis for finance with simulations |
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Descrizione fisica |
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XXXII, 657 p. : ill. ; 24 cm. |
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Soggetti |
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91Gxx - Actuarial science and mathematical finance [MSC 2020] |
91G70 - Statistical methods; risk measures [MSC 2020] |
91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] |
91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
91G80 - Financial applications of other theories [MSC 2020] |
91G10 - Portfolio theory [MSC 2020] |
91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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