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Monte Carlo methods in financeJäckel, PeterType of material - bookPublication and manufacture - Chichester : J. Wiley & Sons, 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 |
stohastični procesi |
rešitve
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FMF, Mathematical Library, Lj. |
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Knjižnica-MAT Finančna matematika-2. stopnja 0000013989/0000000001 Knjižnica-MAT Finančna matematika-2. stopnja 13989/1 |
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Knjižnica-MAT Finančna matematika-2. stopnja 0000013989/1-CD-ROM Knjižnica-MAT Finančna matematika-2. stopnja 13989/1-CD-ROM |
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