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Monte Carlo methods in financeJäckel, PeterType of material - profess. monogrPublication and manufacture - Chichester ; New York [etc.] : J. Wiley, cop. 2002Language - englishISBN - 0-471-49741-XCOBISS.SI-ID - 6482972
Author
Jäckel, Peter
Topics
Itô, Kiyosi, Japonski matematik, 1915- |
Matematične teorije |
Stohastična analiza |
Itô, Kiyosi, Japonski matematik, 1915- |
Itojev izrek |
Itojeva lema |
Brown, Robert, Botanik, 1773-1858 |
Brownovo gibanje |
Biomatematika |
Cauchy, Augustin-Louis, Matematik, 1789-1857 |
Matematična analiza |
Cauchyjev problem |
Euler, Leonhard, Matematik, 1707-1783 |
Eulerjeve enačbe |
Variacijski račun |
Euler, Leonhard, Matematik, 1707-1783 |
Končne diference |
Potrebe |
Markov, Andrej Andreevič |
Teorija grup |
Markovske verige |
Box, George E. P. |
Matematični modeli |
Analiza časovnih vrst |
Monte Carlo method |
Business mathematics |
Cauchy problem |
Finance |
Forwards |
Uporabna matematika |
Numerična analiza |
Monte Carlo simulacija |
Priročniki |
Monte Carlo metoda |
finance |
poslovna matematika |
simulacija |
algoritmi |
vzorčenje |
vrednotenje |
razvoj |
predvidevanje |
metode |
analiza variance |
simulacijski modeli |
matrike |
numerične metode |
matematična ekonomija |
matematične metode |
stohastični procesi |
rešitve |
primeri |
case study
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Library/institution |
City | Acronym | For loan | Other holdings |
---|---|---|---|---|
EF, Central Economic Library, Ljubljana | Ljubljana | CEKLJ |
outside loan 3 cop.
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FMF and IMFM, Mathematical Library, Ljubljana | Ljubljana | MAKLJ |
outside loan 2 cop.
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IEDC - Bled School of Management | Bled | IEDCBL |
outside loan 2 cop.
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Faculty of Economics and Business, Maribor | Maribor | EPF |
outside loan 1 cop.
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Shelf entry
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