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: Joshi, Mark S. Название: Concepts and practice of mathematical finance ISBN: 0521514088 ISBN-13(EAN): 9780521514088 Издательство: Cambridge Academ Рейтинг: Цена: 10611.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The second edition of a successful text providing the working knowledge needed to become a good quantitative analyst. An ideal introduction to mathematical finance, readers will gain a clear understanding of the intuition behind derivatives pricing, how models are implemented, and how they are used and adapted in practice.
Автор: Focardi Sergio M Название: Mathematical Methods for Finance ISBN: 1118312635 ISBN-13(EAN): 9781118312636 Издательство: Wiley Рейтинг: Цена: 16632.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The mathematical and statistical tools needed in the rapidly growing quantitative finance field With the rapid growth in quantitative finance, practitioners must achieve a high level of proficiency in math and statistics. Mathematical Methods and Statistical Tools for Finance, part of the Frank J.
Автор: Rosazza Gianin Emanuela Название: Mathematical Finance: Theory Review and Exercises ISBN: 3319013564 ISBN-13(EAN): 9783319013565 Издательство: Springer Рейтинг: Цена: 5589.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book collects over 120 exercises on different subjects of Mathematical Finance, including Option Pricing, Risk Theory, and Interest Rate Models.
Описание: Provides an introduction to probability theory and its applications.
Автор: Michael Carlberg; Arne Hansen Название: Sustainability and Optimality of Public Debt ISBN: 3642446302 ISBN-13(EAN): 9783642446306 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Using the Solow model, the overlapping general generations model and the infinite horizons model, this book explores the sustainability and optimality of public debt under three scenarios: the closed economy, the small open economy, and a two-country setting.
Автор: A.V. Arutyunov Название: Optimality Conditions: Abnormal and Degenerate Problems ISBN: 0792366557 ISBN-13(EAN): 9780792366553 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Devoted to the necessary and sufficient extremality conditions. This book studies the abstract minimization problem with constraints. It features a chapter devoted to the optimal control problem. It studies the integral quadratic form. It discusses the local properties of smooth nonlinear mappings in a neighbourhood of an abnormal point.
Описание: This examination of shape and layout optimation for structural design problems also describes new optimality criteria methods which are capable of handling many thousands of design variables and active design constraints.
Автор: Michael Carlberg; Arne Hansen Название: Sustainability and Optimality of Public Debt ISBN: 3642329667 ISBN-13(EAN): 9783642329661 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Using the Solow model, the overlapping general generations model and the infinite horizons model, this book explores the sustainability and optimality of public debt under three scenarios: the closed economy, the small open economy, and a two-country setting.