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...
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Boca Raton ; London ; New York
CRC Press
2023
|
| Edition: | First edition |
| Series: | Chapman & Hall/CRC financial mathematics series
|
| Subjects: | |
| Online Access: | DE-91 DE-355 Volltext |
| Summary: | 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. |
| Physical Description: | 1 Online-Ressource (xvii, 411 Seiten) Diagramme |
| ISBN: | 9780429113659 |
| DOI: | 10.1201/9780429113659 |
Staff View
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| discipline | Mathematik Wirtschaftswissenschaften |
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| edition | First edition |
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| 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 |
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