Financial mathematics: from discrete to continuous time
Auteur :
Hastings, Kevin J.
Éditeur :
Taylor & Francis Inc
ISBN :
9781498780407
Date de publication :
21 déc. 2022
Dimensions :
23,4 x 15,6 cm
Poids :
840 g
Langue :
Anglais
Pays d'origine :
USA
This book is a study of the mathematical ideas and techniques that are important to the two main arms of the area of Financial Mathematics: portfolio optimization and derivative valuation. The text is authored for courses taken by advanced undergraduates, MBA, or other students in quantitative finance programs.