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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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Knjižnica-MAT Finančna matematika-2. stopnja 0000012681/0000000009 0000000003 Knjižnica-MAT Finančna matematika-2. stopnja 12681/9 3 |
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Shreve, Steven E. | ![]() |
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