Financial mathematics: from discrete to continuous time

This book is a study of the mathematical ideas and techniques that are important to the two main arms of the area of Financial Mathematics: portfolio optimization and derivative valuation. The text is authored for courses taken by advanced undergraduates, MBA, or other students in quantitative finan...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
1. Verfasser: Hastings, Kevin J. 1955- (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Boca Raton ; London ; New York CRC Press 2023
Ausgabe:First edition
Schriftenreihe:Chapman & Hall/CRC financial mathematics series
Schlagworte:
Online-Zugang:DE-91
DE-355
Volltext
Zusammenfassung:This book is a study of the mathematical ideas and techniques that are important to the two main arms of the area of Financial Mathematics: portfolio optimization and derivative valuation. The text is authored for courses taken by advanced undergraduates, MBA, or other students in quantitative finance programs.
Beschreibung:1 Online-Ressource (xvii, 411 Seiten) Diagramme
ISBN:9780429113659
DOI:10.1201/9780429113659

Es ist kein Print-Exemplar vorhanden.

Fernleihe Bestellen Achtung: Nicht im THWS-Bestand! Volltext öffnen