Stochastic Processes with Applications to Finance

Stochastic Processes with Applications to Finance

Autor: Masaaki Kijima
Wydawca: CRC Press
Wydanie: 2
Data publikacji: 2016
ISBN: 9781439884829

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Financial engineering has been proven to be a useful tool for risk management, but using the theory in practice requires a thorough understanding of the risks and ethical standards involved. Stochastic Processes with Applications to Finance, Second Edition presents the mathematical theory of financial engineering using only basic mathematical tools

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