عنوان
پدید آورنده
موضوع
رده
HG106 .J33 2008
HG106
.
J33
2008
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
9781848210813
NATIONAL BIBLIOGRAPHY NUMBER
Country Code
IR
Number
164577
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 fianance
General Material Designation
[Book]
Other Title Information
:deterministic and stochastic models /Jacques Janssen, Raimondo Manca, Ernesto Volpe.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Hoboken, N.J. :
Name of Publisher, Distributor, etc.
: ISTE/John Wiley
Date of Publication, Distribution, etc.
, 2008.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
p. cm.
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and index.
CONTENTS NOTE
Text of Note
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.
TOPICAL NAME USED AS SUBJECT
Finance--Mathematical models
Stochastic processes.
Investments--Mathematics.
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG106
Book number
.
J33
2008
PERSONAL NAME - PRIMARY RESPONSIBILITY
Janssen, Jacques,, 1939-
PERSONAL NAME - SECONDARY RESPONSIBILITY
Manca, Raimondo.
Volpe, Ernesto.
ORIGINATING SOURCE
Country
Iran
Agency
University of Tehran. Kish International Campus
Old cataloging
p
BL
1
Y
