Stochastic Financial Models

Stochastic Financial Models
Author :
Publisher : CRC Press
Total Pages : 264
Release :
ISBN-10 : 9781439882719
ISBN-13 : 1439882711
Rating : 4/5 (19 Downloads)

Book Synopsis Stochastic Financial Models by : Douglas Kennedy

Download or read book Stochastic Financial Models written by Douglas Kennedy and published by CRC Press. This book was released on 2016-04-19 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt: Filling the void between surveys of the field with relatively light mathematical content and books with a rigorous, formal approach to stochastic integration and probabilistic ideas, Stochastic Financial Models provides a sound introduction to mathematical finance. The author takes a classical applied mathematical approach, focusing on calculations


Stochastic Financial Models Related Books

Stochastic Financial Models
Language: en
Pages: 264
Authors: Douglas Kennedy
Categories: Business & Economics
Type: BOOK - Published: 2016-04-19 - Publisher: CRC Press

DOWNLOAD EBOOK

Filling the void between surveys of the field with relatively light mathematical content and books with a rigorous, formal approach to stochastic integration an
Stochastic Models of Financial Mathematics
Language: en
Pages: 132
Authors: Vigirdas Mackevicius
Categories: Mathematics
Type: BOOK - Published: 2016-11-08 - Publisher: Elsevier

DOWNLOAD EBOOK

This book presents a short introduction to continuous-time financial models. An overview of the basics of stochastic analysis precedes a focus on the Black–Sc
Essentials of Stochastic Finance
Language: en
Pages: 852
Authors: Albert N. Shiryaev
Categories: Business & Economics
Type: BOOK - Published: 1999 - Publisher: World Scientific

DOWNLOAD EBOOK

Readership: Undergraduates and researchers in probability and statistics; applied, pure and financial mathematics; economics; chaos.
Martingale Methods in Financial Modelling
Language: en
Pages: 521
Authors: Marek Musiela
Categories: Mathematics
Type: BOOK - Published: 2013-06-29 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

A comprehensive and self-contained treatment of the theory and practice of option pricing. The role of martingale methods in financial modeling is exposed. The
Financial Modeling
Language: en
Pages: 464
Authors: Stephane Crepey
Categories: Computers
Type: BOOK - Published: 2013-06-13 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Backward stochastic differential equations (BSDEs) provide a general mathematical framework for solving pricing and risk management questions of financial deriv