Pricing and Hedging of Derivative Securities /
Contenido: Procesos estocásticos; Cálculo de Itô; Procesos gaussianos; Seguridad y tratado de estrategias ; Principio del valor de la martingala; Modelo de Black-Scholes; Modelos estructurales gaussianos; Probabilidad y medida; Integral de Lebesgue y expectativas; Ecuación de Heat.
Shranjeno v:
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| Format: | Knjiga |
| Jezik: | angleščina |
| Izdano: |
Oxford, EUA :
Oxford University,
1999, c1999
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| Teme: | |
| Oznake: |
Brez oznak, prvi označite!
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