Discrete-time Asset Pricing Models in Applied Stochastic Finance:
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
London
Wiley
2013
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| Schriftenreihe: | ISTE
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| Schlagworte: | |
| Online-Zugang: | FRO01 UBG01 URL des Erstveröffentlichers |
| Beschreibung: | 3.5.8. The mean time of first entrance in a state of Markov chain Stochastic finance and financial engineering have been rapidly expanding fields of science over the past four decades, mainly due to the success of sophisticated quantitative methodologies in helping professionals manage financial risks. In recent years, we have witnessed a tremendous acceleration in research efforts aimed at better comprehending, modeling and hedging this kind of risk. These two volumes aim to provide a foundation course on applied stochastic finance. They are designed for three groups of readers: firstly, students of various backgrounds seeking a core knowledge o |
| Beschreibung: | 1 Online-Ressource (418 pages) |
| ISBN: | 9781118557860 1118557867 9781118618660 1118618661 |
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| author | Vassiliou, P-C. G. |
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| isbn | 9781118557860 1118557867 9781118618660 1118618661 |
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| spelling | Vassiliou, P-C. G. Verfasser aut Discrete-time Asset Pricing Models in Applied Stochastic Finance London Wiley 2013 1 Online-Ressource (418 pages) txt rdacontent c rdamedia cr rdacarrier ISTE 3.5.8. The mean time of first entrance in a state of Markov chain Stochastic finance and financial engineering have been rapidly expanding fields of science over the past four decades, mainly due to the success of sophisticated quantitative methodologies in helping professionals manage financial risks. In recent years, we have witnessed a tremendous acceleration in research efforts aimed at better comprehending, modeling and hedging this kind of risk. These two volumes aim to provide a foundation course on applied stochastic finance. They are designed for three groups of readers: firstly, students of various backgrounds seeking a core knowledge o Finance / Mathematical models Securities / Prices / Mathematical models Capital assets pricing model fast Finance / Mathematical models fast Securities / Prices / Mathematical models fast Stochastic analysis fast Mathematisches Modell Capital assets pricing model Stochastic analysis Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Stochastische Analysis (DE-588)4132272-1 gnd rswk-swf Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd rswk-swf Electronic books Finanzmathematik (DE-588)4017195-4 s Stochastische Analysis (DE-588)4132272-1 s Capital-Asset-Pricing-Modell (DE-588)4121078-5 s 1\p DE-604 https://onlinelibrary.wiley.com/doi/book/10.1002/9781118557860 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Vassiliou, P-C. G. Discrete-time Asset Pricing Models in Applied Stochastic Finance Finance / Mathematical models Securities / Prices / Mathematical models Capital assets pricing model fast Finance / Mathematical models fast Securities / Prices / Mathematical models fast Stochastic analysis fast Mathematisches Modell Capital assets pricing model Stochastic analysis Finanzmathematik (DE-588)4017195-4 gnd Stochastische Analysis (DE-588)4132272-1 gnd Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd |
| subject_GND | (DE-588)4017195-4 (DE-588)4132272-1 (DE-588)4121078-5 |
| title | Discrete-time Asset Pricing Models in Applied Stochastic Finance |
| title_auth | Discrete-time Asset Pricing Models in Applied Stochastic Finance |
| title_exact_search | Discrete-time Asset Pricing Models in Applied Stochastic Finance |
| title_full | Discrete-time Asset Pricing Models in Applied Stochastic Finance |
| title_fullStr | Discrete-time Asset Pricing Models in Applied Stochastic Finance |
| title_full_unstemmed | Discrete-time Asset Pricing Models in Applied Stochastic Finance |
| title_short | Discrete-time Asset Pricing Models in Applied Stochastic Finance |
| title_sort | discrete time asset pricing models in applied stochastic finance |
| topic | Finance / Mathematical models Securities / Prices / Mathematical models Capital assets pricing model fast Finance / Mathematical models fast Securities / Prices / Mathematical models fast Stochastic analysis fast Mathematisches Modell Capital assets pricing model Stochastic analysis Finanzmathematik (DE-588)4017195-4 gnd Stochastische Analysis (DE-588)4132272-1 gnd Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd |
| topic_facet | Finance / Mathematical models Securities / Prices / Mathematical models Capital assets pricing model Stochastic analysis Mathematisches Modell Finanzmathematik Stochastische Analysis Capital-Asset-Pricing-Modell |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781118557860 |
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