Financial derivatives : Pricing, applications, and mathematics

This book offers a complete, succinct account of the principles of financial derivatives pricing. The first chapter provides readers with an intuitive exposition of basic random calculus. Concepts such as volatility and time, random walks, geometric Brownian motion, and Ito's lemma are discusse...

Disgrifiad llawn

Wedi'i Gadw mewn:
Manylion Llyfryddiaeth
Prif Awdur: Baz, Jamil
Fformat: Llyfr
Iaith:Undetermined
Cyhoeddwyd: Cambridge, UK Cambridge University Press 2003
Pynciau:
Tagiau: Ychwanegu Tag
Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!
Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Cần Thơ