Автор: Shreve, Steven E. Название: Stochastic Calculus for Finance II ISBN: 0387401016 ISBN-13(EAN): 9780387401010 Издательство: Springer Рейтинг: Цена: 8384.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: "A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions.
Автор: Shreve Название: Stochastic Calculus for Finance I ISBN: 0387401008 ISBN-13(EAN): 9780387401003 Издательство: Springer Рейтинг: Цена: 8384.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Developed for the professional Master`s program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several yearsExercises conclude every chapter;
Описание: Mathematical finance requires the use of advanced mathematical techniques drawn from the theory of probability, stochastic processes and stochastic differential equations. These areas are generally introduced and developed at an abstract level, making it problematic when applying these techniques to practical issues in finance.
Автор: Haim Levy Название: Stochastic Dominance ISBN: 3319217070 ISBN-13(EAN): 9783319217079 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Stochastic Dominance: Investment Decision Making under Uncertainty, 3rd Ed. covers the following basic issues: the SD approach, asymptotic SD rules, the mean-variance (MV) approach, as well as the non-expected utility approach.
Описание: A Practitioner`s Guide to Stochastic Frontier Analysis Using Stata provides practitioners with a step-by-step guide on how to conduct efficiency analysis using the stochastic frontier approach. Immensely helpful to the applied researcher, it bridges the chasm between theory and practice, expanding the range of applications in which production frontier analysis may be implemented.
Автор: McInerney Название: Stochastic Interest Rates ISBN: 0521175690 ISBN-13(EAN): 9780521175692 Издательство: Cambridge Academ Рейтинг: Цена: 6019.00 р. Наличие на складе: Поставка под заказ.
Описание: Designed for Master`s students and final-year undergraduates, this book strikes the right balance between mathematical rigour and practical application. Carefully chosen examples and exercises help students acquire the necessary skills to deal with interest rate modelling in a real-world setting.
Описание: Stochastic calculus provides a powerful description of a specific class of stochastic processes in physics and finance. However, many econophysicists struggle to understand it. This book presents the subject simply and systematically, giving graduate students and practitioners a better understanding and enabling them to apply the methods in practice.
Автор: X. Sheldon Lin Название: Introductory Stochastic Analysis for Finance and Insurance ISBN: 0471716421 ISBN-13(EAN): 9780471716426 Издательство: Wiley Рейтинг: Цена: 20584.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Incorporates the many tools needed for modeling and pricing in finance and insurance Introductory Stochastic Analysis for Finance and Insurance introduces readers to the topics needed to master and use basic stochastic analysis techniques for mathematical finance.
Автор: Benth Название: Option Theory with Stochastic Analysis ISBN: 354040502X ISBN-13(EAN): 9783540405023 Издательство: Springer Рейтинг: Цена: 7685.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The objective of this textbook is to provide a very basic and accessible introduction to option pricing, invoking only a minimum of stochastic analysis. Although short, it covers the theory essential to the statistical modeling of stocks, pricing of derivatives (general contingent claims) with martingale theory, and computational finance including both finite-difference and Monte Carlo methods. The reader is led to an understanding of the assumptions inherent in the Black & Scholes theory, of the main idea behind deriving prices and hedges, and of the use of numerical methods to compute prices for exotic contracts. The author's style is compact and to-the-point, requiring of the reader only basic mathematical skills. In contrast to many books addressed to an audience with greater mathematical experience, it can appeal not only to students entering the discipline, but also to many practitioners, e.g. in industry, looking for an introduction to this theory without too much detail.
Автор: Haim Levy Название: Stochastic Dominance ISBN: 1441939830 ISBN-13(EAN): 9781441939838 Издательство: Springer Рейтинг: Цена: 27950.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book covers three basic approaches to this process: the stochastic dominance approach; and the non-expected utility approach, focusing on prospect theory and its modified version, cumulative prospect theory.
Автор: Mele, Antonio, Fornari, Fabio Название: Stochastic Volatility in Financial Markets ISBN: 1461370450 ISBN-13(EAN): 9781461370451 Издательство: Springer Рейтинг: Цена: 23757.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Stochastic Volatility in Financial Markets presents advanced topics in financial econometrics and theoretical finance, and is divided into three main parts.
Описание: A Practitioner`s Guide to Stochastic Frontier Analysis Using Stata provides practitioners with a step-by-step guide on how to conduct efficiency analysis using the stochastic frontier approach. Immensely helpful to the applied researcher, it bridges the chasm between theory and practice, expanding the range of applications in which production frontier analysis may be implemented.
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