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Introduction to stochastic calculus applied to financeLamberton, Damien ; Lapeyre, BernardType of material - bookPublication and manufacture - Boca Raton [etc.] : Chapman & Hall/CRC, 2000, cop. 1996Language - englishISBN - 0-412-71800-6COBISS.SI-ID - 13780825
Author
Lamberton, Damien |
Lapeyre, Bernard
Topics
matematika |
verjetnost |
finančna matematika |
stohastični procesi |
optimalno ustavljanje |
Ameriške opcije |
Black-Scholesov model |
martingali |
vrednotenje opcij |
obresti |
krediti |
Monte-Carlo metode |
mathematics |
probability |
mathematical finance |
stochastic processes |
optimal stopping |
American options |
Black-Scholes simulation methods |
martingales |
option pricing |
interest rate |
credit derivatives |
Monte-Carlo methods
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Knjižnica-MAT Finančna matematika-2. stopnja 0000013687 Knjižnica-MAT Finančna matematika-2. stopnja 13687 |
on loan - outside loan, due date: 31.12.2024
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Database name | Field | Year |
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Lamberton, Damien | ![]() |
Lapeyre, Bernard | ![]() |
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