Weitere Formate
Hardcover - 9783662459058
192,59 €
Autorenfreundlich Bücher kaufen?!
Beschreibung
The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling. By focusing more on the financial intuition of the applications rather than the mathematical formalities, the book provides the essential knowledge and understanding of fundamental concepts of stochastic finance, and how to implement them to develop pricing models for derivatives as well as to model spot and forward interest rates. Furthermore an extensive overview of the associated literature is presented and its relevance and applicability are discussed. Most of the key concepts are covered including Ito’s Lemma, martingales, Girsanov’s theorem, Brownian motion, jump processes, stochastic volatility, American feature and binomial trees. The book is beneficial to higher-degree research students, academics and practitioners as it provides the elementary theoretical tools to apply the techniques of stochastic finance in research or industrial problems in the field.
Techniques, Methods and Applications
Techniques, Methods and Applications
Details
| Verlag | Springer Berlin |
| Ersterscheinung | 09. Oktober 2016 |
| Maße | 23.5 cm x 15.5 cm |
| Gewicht | 943 Gramm |
| Format | Softcover |
| ISBN-13 | 9783662516317 |
| Auflage | Softcover reprint of the original 1st ed. 2015 |
| Seiten | 616 |
Schlagwörter
Angewandte Mathematik, Financial Economics, Finanzenwesen und Finanzindustrie, Macroeconomics and Monetary Economics, Makroökonomie, Management: Entscheidungstheorie, Mathematics in Business - Economics and Finance, Operations Research and Decision Theory, Optimierung, Optimization, Probability Theory, Stochastik, Unternehmensforschung, Wahrscheinlichkeitsrechnung und Statistik, Wirtschaftswissenschaft - Finanzen - Betriebswirtschaft und Management
Herstellerinformationen
Bekannt durch
