Stochastic Methods In Finance eBook
Lectures Given At The C.I.M.E.-E.M.S. Summer School Held In Bressanone/Brixen, Italy, July 6-12, 2003
language: english
Publisher:
Springer Berlin Heidelberg, November of 2004 ‧
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Ebook for ADE
SYNOPSIS
It deals with innovative methods, mainly from stochastic analysis, that play a fundamental role in the mathematical modelling of finance and insurance: the theory of stochastic processes, optimal and stochastic control, stochastic differential equations, convex analysis and duality theory.
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| Property | Description |
|---|---|
| ISBN: | 9783540446446 |
| Publisher: | Springer Berlin Heidelberg |
| Release Date: | November of 2004 |
| Language: | English |
| Format: | eBook |
| Collection: | Lecture Notes In Mathematics |
| Categories: |
eBooks in English
>
Economics, Finance and Accounting
>
Finances
eBooks in English > Computing > Operating Systems and Networks |
| EAN: | 9783540446446 |
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