wyszukanych pozycji: 4
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Options Pricing and Portfolio Optimization : Modern Methods of Financial Mathematics
ISBN: 9780821821237 / Angielski / Twarda / 2000 Termin realizacji zamówienia: ok. 30 dni roboczych. Understanding and working with the current models of financial markets requires a sound knowledge of the mathematical tools and ideas from which they are built. Banks and financial houses all over the world recognize this and are avidly recruiting mathematicians, physicists, and other scientists with these skills. The mathematics involved in modern finance springs from the heart of probability and analysis, for example: the It calculus, stochastic control, differential equations, and martingales. The authors give rigorous treatments of these topics, while always keeping the applications in...
Understanding and working with the current models of financial markets requires a sound knowledge of the mathematical tools and ideas from which they ...
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cena:
466,80 zł |
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Optionsbewertung Und Portfolio-Optimierung: Moderne Methoden Der Finanzmathematik
ISBN: 9783528169824 / Niemiecki / Miękka / 2001 / 294 str. Termin realizacji zamówienia: ok. 20 dni roboczych. Es werden die typischen Aufgabenstellungen der zeitstetigen Modellierung von Finanzmarkten wie Optionsbewertung (insbesondere auch die Black-Scholes-Formel und zugehorige Varianten) und Portfolio-Optimierung (Bestimmen optimaler Investmentstrategien) behandelt. Die benotigten mathematischen Werkzeuge (wie z. B. Brownsche Bewegung, Martingaltheorie, Ito-Kalkul, stochastische Steuerung) werden in selbstandigen Exkursen bereitgestellt. Das Buch eignet sich als Grundlage einer Vorlesung, die sich an einen Grundkurs in Stochastik anschliesst. Es richtet sich an Mathematiker, Finanz- und...
Es werden die typischen Aufgabenstellungen der zeitstetigen Modellierung von Finanzmarkten wie Optionsbewertung (insbesondere auch die Black-Scholes-F...
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cena:
162,51 zł |
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Monte Carlo Methods and Models in Finance and Insurance
ISBN: 9781032477695 / Angielski / Miękka / 2023 / 484 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. Offering a unique balance between applications and calculations, this book incorporates the application background of finance and insurance with the theory and applications of Monte Carlo methods. It presents recent methods and algorithms, including the multilevel Monte Carlo method, the statistical Romberg method, and the Heath–Platen estimator
Offering a unique balance between applications and calculations, this book incorporates the application background of finance and insurance with the t...
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cena:
224,23 zł |
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Monte Carlo Methods and Models in Finance and Insurance
ISBN: 9781420076189 / Angielski / Twarda / 2010 / 484 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. Offering a unique balance between applications and calculations, Monte Carlo Methods and Models in Finance and Insurance incorporates the application background of finance and insurance with the theory and applications of Monte Carlo methods. It presents recent methods and algorithms, including the multilevel Monte Carlo method, the statistical Romberg method, and the Heath-Platen estimator, as well as recent financial and actuarial models, such as the Cheyette and dynamic mortality models. The authors separately discuss Monte Carlo techniques, stochastic... Offering a unique balance between applications and calculations, Monte Carlo Methods and Models in Finance and Insurance incorpora... |
cena:
688,13 zł |