عنوان
پدید آورنده
موضوع
رده
HG106 .J3M3 2009
HG106
.
J3M3
2009
کتابخانه
محل استقرار
IR
566
انگلیسی
IR
Mathematical Finance
[Book]
:Deterministic and Stochastic Models
/ Jacques Janssen,Raimondo Manca,Ernesto Volpe di Prignano
London,Hoboken
: ISTE,John Wiley
, 2009.
xx, 852 p.
Language: انگلیسی
Print
Includes bibliographical references and index
Introductory 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
Finance -- Mathematical modeles
Stochastic processes
Investments -- Mathematics
HG106
.
J3M3
2009
Janssen,Jacques
Manca, Raimondo
Volpe, Ernesto
ایران
old catalog
p
BL
1
a
Y
