عنوان
پدید آورنده
موضوع
رده
HG106 .J3M3 2009
HG106
.
J3M3
2009
کتابخانه
محل استقرار
NATIONAL BIBLIOGRAPHY NUMBER
Country Code
IR
Number
566
LANGUAGE OF THE ITEM
.Language of Text, Soundtrack etc
انگلیسی
COUNTRY OF PUBLICATION OR PRODUCTlON
Country of publication
IR
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Mathematical Finance
General Material Designation
[Book]
Other Title Information
:Deterministic and Stochastic Models
First Statement of Responsibility
/ Jacques Janssen,Raimondo Manca,Ernesto Volpe di Prignano
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
London,Hoboken
Name of Publisher, Distributor, etc.
: ISTE,John Wiley
Date of Publication, Distribution, etc.
, 2009.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xx, 852 p.
GENERAL NOTES
Text of Note
Language: انگلیسی
NOTES PERTAINING TO PUBLICATION, DISTRIBUTION, ETC.
Text of Note
Print
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and index
CONTENTS NOTE
Text of Note
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
TOPICAL NAME USED AS SUBJECT
Finance -- Mathematical modeles
Stochastic processes
Investments -- Mathematics
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG106
Book number
.
J3M3
2009
PERSONAL NAME - PRIMARY RESPONSIBILITY
Janssen,Jacques
PERSONAL NAME - SECONDARY RESPONSIBILITY
Manca, Raimondo
Volpe, Ernesto
ORIGINATING SOURCE
Country
ایران
old catalog
p
BL
1
a
Y
