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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 | Call number – location, accession no. ... | Copy status |
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EF, Central Economics Library, Ljubljana | · Prosti p. N3 SHREVE S. E. Stochastic calculus IN: 000216093 |
available - outside loan, loan period: 1 months |
FMF, Mathematical Library, Lj. | Knjižnica-MAT Finančna matematika-2. stopnja 12681/9 3 |
available - outside loan, loan period: 1 months |
FMF, Mathematical Library, Lj. | Knjižnica-MAT Finančna matematika-2. stopnja 12681/9 1 |
available - outside loan, loan period: 1 months |
FMF, Mathematical Library, Lj. | Finančna matematika 12681/9 2 |
on loan - outside loan, due date: 31.12.2010
Expected to be available after: 22.08.2024 (1. in queue) |
FMF, Mathematical Library, Lj. | Knjižnica-MAT Finančna matematika-2. stopnja 12681/9 |
on loan - outside loan, due date: 31.12.2024
Expected to be available after: 22.08.2024 (1. in queue) |
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Database name | Field | Year |
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Shreve, Steven E. | ![]() |
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