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Stochastic calculus for finance. 2, Continuous-time modelsShreve, Steven E.Type of material - bookPublication and manufacture - New York : Springer, cop. 2004Language - englishISBN - 0-387-40101-6; 978-0-387-40101-0COBISS.SI-ID - 13970521
Author
Shreve, Steven E.
Topics
verjetnost |
pogojne pričakovane vrednosti |
Brownovo gibanje |
stohastični račun |
vrednotenje opcij |
modeli obrestnih mer |
difuzije s skoki |
probability |
expected values |
conditional expectations |
Brownian motion |
stochastic calculus |
option pricing |
term structure models |
jump diffusions
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Library/institution |
City | Acronym | For loan | Other holdings |
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FMF and IMFM, Mathematical Library, Ljubljana | Ljubljana | MAKLJ |
outside loan 4 cop.
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EF, Central Economic Library, Ljubljana | Ljubljana | CEKLJ |
outside loan 1 cop.
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Faculty of Economics and Business, Maribor | Maribor | EPF |
outside loan 1 cop.
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JCR | SNIP | JCR | SNIP | JCR | SNIP | JCR | SNIP |
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Database name | Field | Year |
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Links to authors' personal bibliographies | Links to information on researchers in the SICRIS system |
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Shreve, Steven E. | ![]() |
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