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...
Gespeichert in:
1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Boca Raton ; London ; New York
CRC Press
2023
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Ausgabe: | First edition |
Schriftenreihe: | Chapman & Hall/CRC financial mathematics series
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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 |
Internformat
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Datensatz im Suchindex
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author | Hastings, Kevin J. 1955- |
author_GND | (DE-588)172128277 |
author_facet | Hastings, Kevin J. 1955- |
author_role | aut |
author_sort | Hastings, Kevin J. 1955- |
author_variant | k j h kj kjh |
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bvnumber | BV048905222 |
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dewey-full | 332/.0151 |
dewey-hundreds | 300 - Social sciences |
dewey-ones | 332 - Financial economics |
dewey-raw | 332/.0151 |
dewey-search | 332/.0151 |
dewey-sort | 3332 3151 |
dewey-tens | 330 - Economics |
discipline | Mathematik Wirtschaftswissenschaften |
discipline_str_mv | Wirtschaftswissenschaften |
doi_str_mv | 10.1201/9780429113659 |
edition | First edition |
format | Electronic eBook |
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index_date | 2024-07-03T21:52:02Z |
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institution | BVB |
isbn | 9780429113659 |
language | English |
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physical | 1 Online-Ressource (xvii, 411 Seiten) Diagramme |
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publisher | CRC Press |
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series2 | Chapman & Hall/CRC financial mathematics series |
spelling | Hastings, Kevin J. 1955- Verfasser (DE-588)172128277 aut Financial mathematics from discrete to continuous time Kevin J. Hastings First edition Boca Raton ; London ; New York CRC Press 2023 1 Online-Ressource (xvii, 411 Seiten) Diagramme txt rdacontent c rdamedia cr rdacarrier Chapman & Hall/CRC financial mathematics series 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. Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Bewertung (DE-588)4006340-9 gnd rswk-swf Portfolio Selection (DE-588)4046834-3 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Business mathematics (DE-588)4123623-3 Lehrbuch gnd-content Finanzmathematik (DE-588)4017195-4 s Portfolio Selection (DE-588)4046834-3 s Derivat Wertpapier (DE-588)4381572-8 s Bewertung (DE-588)4006340-9 s DE-604 Erscheint auch als Druck-Ausgabe, Hardcover 978-1-498-78040-7 Erscheint auch als Druck-Ausgabe, Paperback 978-1-032-40389-2 https://doi.org/10.1201/9780429113659 Verlag URL des Erstveröffentlichers Volltext |
spellingShingle | Hastings, Kevin J. 1955- Financial mathematics from discrete to continuous time Derivat Wertpapier (DE-588)4381572-8 gnd Bewertung (DE-588)4006340-9 gnd Portfolio Selection (DE-588)4046834-3 gnd Finanzmathematik (DE-588)4017195-4 gnd |
subject_GND | (DE-588)4381572-8 (DE-588)4006340-9 (DE-588)4046834-3 (DE-588)4017195-4 (DE-588)4123623-3 |
title | Financial mathematics from discrete to continuous time |
title_auth | Financial mathematics from discrete to continuous time |
title_exact_search | Financial mathematics from discrete to continuous time |
title_exact_search_txtP | Financial mathematics from discrete to continuous time |
title_full | Financial mathematics from discrete to continuous time Kevin J. Hastings |
title_fullStr | Financial mathematics from discrete to continuous time Kevin J. Hastings |
title_full_unstemmed | Financial mathematics from discrete to continuous time Kevin J. Hastings |
title_short | Financial mathematics |
title_sort | financial mathematics from discrete to continuous time |
title_sub | from discrete to continuous time |
topic | Derivat Wertpapier (DE-588)4381572-8 gnd Bewertung (DE-588)4006340-9 gnd Portfolio Selection (DE-588)4046834-3 gnd Finanzmathematik (DE-588)4017195-4 gnd |
topic_facet | Derivat Wertpapier Bewertung Portfolio Selection Finanzmathematik Lehrbuch |
url | https://doi.org/10.1201/9780429113659 |
work_keys_str_mv | AT hastingskevinj financialmathematicsfromdiscretetocontinuoustime |