Financial markets in continuous time
Auteur :
Dana, Rose-Anne
Éditeur :
Dana, Rose-AnneJeanblanc, Monique,
ISBN :
9783540434030
Date de publication :
26 nov. 2002
Dimensions :
23,4 x 15,6 x 2,0 cm
Poids :
653 g
Format :
Laminated cover
Langue :
Anglais
Pays d'origine :
Allemagne
This book explains key financial concepts, mathematical tools and theories of mathematical finance. The range of topics covered is very broad for an introductory text. The book contains two separate appendices on Brownian motion and on numerical methods.