An edition of Mathematical fianance: deterministic and stochastic models
(2008)
Mathematical fianance
deterministic and stochastic models
by Jacques Janssen
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| Edition | Availability |
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1
Mathematical fianance: deterministic and stochastic models
2008, ISTE/John Wiley
in English
1848210817 9781848210813
|
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Libraries near you:
WorldCat
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2
Mathematical fianance: deterministic and stochastic models
2008, ISTE/John Wiley
in English
1848210817 9781848210813
|
zzzz
Libraries near you:
WorldCat
|
Book Details
Table of Contents
Introductive elements
Theory of financial laws
Uniform regimes in financial practice
Financial operations and their evaluation
Annuities-certain and their value at fixed rate
Loans amortization and funding methods
Exchanges and prices on the financial market
Annuities, amortizations and funding in the case of term structures
Time and variability indicators
Basic probabilistic tools for finance
Markov Chains
Semi-Markov processes
Stochastic or ito calculus
Option theory
Markov and semi-Markov option models
Interest rate Stochastic models
Portfolio theory
Value at risk (VaR) methods and simulation
Credit risk or default risk
Markov and semi-Markov reward processes and Stochastic annuities.
Edition Notes
Includes bibliographical references and index.
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| October 4, 2021 | Edited by ImportBot | import existing book |
| April 16, 2010 | Edited by WorkBot | update details |
| January 25, 2010 | Edited by WorkBot | add more information to works |
| December 11, 2009 | Created by WorkBot | add works page |