Stochastic Financial Models

Stochastic Financial Models

Autor: Douglas Kennedy
Wydawca: CRC Press
Wydanie: 1
Data publikacji: 2016
ISBN: 9781420093452

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Filling the void between surveys of the field with relatively light mathematical content and books with a rigorous, formal approach to stochastic integration and probabilistic ideas, Stochastic Financial Models provides a sound introduction to mathematical finance. The author takes a classical applied mathematical approach, focusing on calculations

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