An introduction to mathematical finance with applications : understanding and building financial intuition / Arlie O. Petters, Xiaoying Dong |
Autore | Petters, Arlie O. |
Pubbl/distr/stampa | Cham, : Springer, 2016 |
Descrizione fisica | XVII, 483 p. : ill. ; 24 cm |
Altri autori (Persone) | Dong, Xiaoying |
Soggetto topico | 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
Soggetto non controllato |
APRAPY
Annuity theory Application annuity BSM model Bid-ask spreads Black-Scholes-Merton model Brownian motion model Capital market theory European option pricing Forwards Futures Market liquidity Markowitz portfolio theory Modeling derivatives Security price behavior Sharpe ratio Sortino ratio Stochastic Calculus |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0114406 |
Petters, Arlie O. | ||
Cham, : Springer, 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
An introduction to mathematical finance with applications : understanding and building financial intuition / Arlie O. Petters, Xiaoying Dong |
Autore | Petters, Arlie O. |
Pubbl/distr/stampa | Cham, : Springer, 2016 |
Descrizione fisica | XVII, 483 p. : ill. ; 24 cm |
Altri autori (Persone) | Dong, Xiaoying |
Soggetto topico | 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
Soggetto non controllato |
APRAPY
Annuity theory Application annuity BSM model Bid-ask spreads Black-Scholes-Merton model Brownian motion model Capital market theory European option pricing Forwards Futures Market liquidity Markowitz portfolio theory Modeling derivatives Security price behavior Sharpe ratio Sortino ratio Stochastic Calculus |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00114406 |
Petters, Arlie O. | ||
Cham, : Springer, 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|