137,99 €
172,49 €
Contemporary Quantitative Finance
137,99 € 
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The contributors to this volume write a series of articles outlining contemporary advances in a number of key areas of mathematical finance such as, optimal control theory applied to finance, interest rate models, credit risk and credit derivatives, use of alternative stochastic processes, numerical solution of equations of mathematical finance, estimation of stochastic processes in finance. The list of authors includes many of the researchers who have made the major contributions to these vari…
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2025-06-29 23:59:00
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- Leidėjas: Springer-Verlag GmbH
- Metai: 2010
- ISBN-10: 3642034780
- ISBN-13: 9783642034787
- Formatas: 16.3 x 24 x 3.3 cm, kieti viršeliai
- Kalba: Anglų
- Extra -20 % nuolaida šiai knygai su kodu ENG20
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The contributors to this volume write a series of articles outlining contemporary advances in a number of key areas of mathematical finance such as, optimal control theory applied to finance, interest rate models, credit risk and credit derivatives, use of alternative stochastic processes, numerical solution of equations of mathematical finance, estimation of stochastic processes in finance. The list of authors includes many of the researchers who have made the major contributions to these various areas of mathematical finance.EXTRA 20 % nuolaida
137,99 €
172,49 €
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- Leidėjas: Springer-Verlag GmbH
- Metai: 2010
- ISBN-10: 3642034780
- ISBN-13: 9783642034787
- Formatas: 16.3 x 24 x 3.3 cm, kieti viršeliai
- Kalba: Anglų
The contributors to this volume write a series of articles outlining contemporary advances in a number of key areas of mathematical finance such as, optimal control theory applied to finance, interest rate models, credit risk and credit derivatives, use of alternative stochastic processes, numerical solution of equations of mathematical finance, estimation of stochastic processes in finance. The list of authors includes many of the researchers who have made the major contributions to these various areas of mathematical finance.
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