Stochastic financial models
Auteur :
Kennedy, Douglas
Éditeur :
Taylor & Francis Ltd
ISBN :
9781420093452
Date de publication :
15 janv. 2010
Dimensions :
23,4 x 15,6 cm
Poids :
660 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Offers a hands-on introduction to mathematical finance. This title includes the relevant mathematical background as well as many exercises with solutions. It presents the classical topics of utility and the mean-variance approach to portfolio choice.