عنوان

Mathematical fianance

9781848210813

لاتين

Jacques Janssen, Raimondo Manca, Ernesto Volpe

Mathematical fianance

Hoboken, N.J.

ISTE/John Wiley,

2008

xx,852p.

مرجع به حساب نمي آيد

Includes bibliographical references and index.

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.

deterministic and stochastic models

Finance, Mathematical models

Stochastic Processes

Investments, Mathematics

مولف

Janssen, Jacques,1939-

Janssen, Jacques,1939-

Volpe, Ernesto.

Manca, Raimondo.