Stochastic analysis for finance with simulations / Geon Ho Choe

• Autore: Choe, Geon Ho
• Pubblicazione: [Cham], : Springer, 2016
• Titolo uniforme: Stochastic analysis for finance with simulations
• Descrizione fisica: XXXII, 657 p. : ill. ; 24 cm.
• Soggetto topico: 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]
• Soggetto non controllato: Binomial Tree Method; Black–Scholes–Merton Equation; Brownian Motion; Interest Rate Model; Martingale Method; Monte Carlo Method; Optimal Portfolio; Option pricing; Quantitative Finance; Stochastic Calculus; Stochastic differential equations; Time series
• Titolo autorizzato: Stochastic analysis for finance with simulations
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN0115385
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: http://dx.doi.org/10.1007/978-3-319-25589-7
• Serie: Universitext Berlin [etc] . -Springer , 1930-