Kniha Stochastic Methods in Asset Pricing Andrew Lyasoff

Stochastic Methods in Asset Pricing

Jazyk: Angličtina
Vazba: Pevná
Vydavatel: MIT Press Ltd
Dostupnost: 50 % šance
Prohledáme celý svět
1 980
This book presents a self-contained, comprehensive, and yet concise and condensed overview of the th...

Informace o knize

Jazyk
Angličtina
Vazba
Kniha - Pevná
Vydáno
2017
Stránek
632
EAN
9780262036559
ISBN
9780262036559
Enbook ID
16056094
Vydavatel
Hmotnost
880
Rozměry
236 x 162 x 27

Kompletní popis

This book presents a self-contained, comprehensive, and yet concise and condensed overview of the theory and methods of probability, integration, stochastic processes, optimal control, and their connections to the principles of asset pricing. The book is broader in scope than other introductory-level graduate texts on the subject, requires fewer prerequisites, and covers the relevant material at greater depth, mainly without rigorous technical proofs. The book brings to an introductory level certain concepts and topics that are usually found in advanced research monographs on stochastic processes and asset pricing, and it attempts to establish greater clarity on the connections between these two fields.

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