Stochastic methods in economics and finance
Auteur :
Malliaris, A. G.
Éditeur :
Malliaris, A. G.Brock, W. A.,
ISBN :
9780444862013
Date de publication :
1 déc. 1981
Dimensions :
23,4 x 15,6 x 2,0 cm
Poids :
640 g
Langue :
Anglais
Pays d'origine :
USA
Presents theory and application of a variety of mathematical techniques in economics. This book contains topics such as: martingale methods, stochastic processes, optimal stopping, the modeling of uncertainty using a Wiener process, and Ito's Lemma as a tool of stochastic calculus.