wyszukanych pozycji: 5
From Measures to Itô Integrals
ISBN: 9781107400863 / Angielski / Miękka / 2011 / 128 str. Termin realizacji zamówienia: ok. 13-18 dni roboczych. From Measures to Ito Integrals gives a clear account of measure theory, leading via L2-theory to Brownian motion, Ito integrals and a brief look at martingale calculus. Modern probability theory and the applications of stochastic processes rely heavily on an understanding of basic measure theory. This text is ideal preparation for graduate-level courses in mathematical finance and perfect for any reader seeking a basic understanding of the mathematics underpinning the various applications of Ito calculus."
From Measures to Ito Integrals gives a clear account of measure theory, leading via L2-theory to Brownian motion, Ito integrals and a brief look at ma...
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cena:
168,33 zł |
Portfolio Theory and Risk Management
ISBN: 9780521177146 / Angielski / Miękka / 2014 / 169 str. Termin realizacji zamówienia: ok. 13-18 dni roboczych. With its emphasis on examples, exercises and calculations, this book suits advanced undergraduates as well as postgraduates and practitioners. It provides a clear treatment of the scope and limitations of mean-variance portfolio theory and introduces popular modern risk measures. Proofs are given in detail, assuming only modest mathematical background, but with attention to clarity and rigour. The discussion of VaR and its more robust generalizations, such as AVaR, brings recent developments in risk measures within range of some undergraduate courses and includes a novel discussion of...
With its emphasis on examples, exercises and calculations, this book suits advanced undergraduates as well as postgraduates and practitioners. It prov...
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cena:
226,04 zł |
Portfolio Theory and Risk Management
ISBN: 9781107003675 / Angielski / Twarda / 2014 / 172 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. With its emphasis on examples, exercises and calculations, this book suits advanced undergraduates as well as postgraduates and practitioners. It provides a clear treatment of the scope and limitations of mean-variance portfolio theory and introduces popular modern risk measures. Proofs are given in detail, assuming only modest mathematical background, but with attention to clarity and rigour. The discussion of VaR and its more robust generalizations, such as AVaR, brings recent developments in risk measures within range of some undergraduate courses and includes a novel discussion of...
With its emphasis on examples, exercises and calculations, this book suits advanced undergraduates as well as postgraduates and practitioners. It prov...
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cena:
366,44 zł |
Probability for Finance
ISBN: 9780521175579 / Angielski / Miękka / 2013 / 196 str. Termin realizacji zamówienia: ok. 13-18 dni roboczych. Students and instructors alike will benefit from this rigorous, unfussy text, which keeps a clear focus on the basic probabilistic concepts required for an understanding of financial market models, including independence and conditioning. Assuming only some calculus and linear algebra, the text develops key results of measure and integration, which are applied to probability spaces and random variables, culminating in central limit theory. Consequently it provides essential prerequisites to graduate-level study of modern finance and, more generally, to the study of stochastic processes....
Students and instructors alike will benefit from this rigorous, unfussy text, which keeps a clear focus on the basic probabilistic concepts required f...
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cena:
226,04 zł |
Probability for Finance
ISBN: 9781107002494 / Angielski / Twarda / 2013 / 196 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. Students and instructors alike will benefit from this rigorous, unfussy text, which keeps a clear focus on the basic probabilistic concepts required for an understanding of financial market models, including independence and conditioning. Assuming only some calculus and linear algebra, the text develops key results of measure and integration, which are applied to probability spaces and random variables, culminating in central limit theory. Consequently it provides essential prerequisites to graduate-level study of modern finance and, more generally, to the study of stochastic processes....
Students and instructors alike will benefit from this rigorous, unfussy text, which keeps a clear focus on the basic probabilistic concepts required f...
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cena:
327,51 zł |