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Buku Teks :: Kembali

Buku Teks :: Kembali

Problems and solutions in mathematical finance: stochastic calculus / Eric Chin, Sverrir Olafsson

Chin, Eric, 1971-; (John Wiley and Sons, 2014)

 Abstrak

Mathematical finance requires the use of advanced mathematical techniques drawn from the theory of probability, stochastic processes and stochastic differential equations. These areas are generally introduced and developed at an abstract level, making it problematic when applying these techniques to practical issues in finance

 Metadata

Jenis Koleksi : Buku Teks
No. Panggil : 332.015 CHI p (1)
Entri utama-Nama orang :
Subjek :
Penerbitan : Hoboken, New Jersey: John Wiley and Sons, 2014
Sumber Pengatalogan: LibUI eng rda
ISBN: [9781119965831]
Tipe Konten: [text ]
Tipe Media: [unmediated ]
Tipe Carrier: [volume ]
Edisi: []
Catatan Seri: The Wiley Finance Series
Catatan Umum: Preface -- General probability theory -- Wiener process -- Stochastic di?erential equations -- Change of measure -- Poisson process -- A Mathematics formulae -- B Probability theory formulae -- C Differential equations formulae -- Bibliography -- Notation
Catatan Versi Asli:
Deskripsi Fisik: viii, 379 pages : illustration ; 26 cm
Lembaga Pemilik: Universitas Indonesia
Lokasi: Perpustakaan UI, lantai 2.
  • Ketersediaan
  • Ulasan
  • Sampul
No. Panggil No. Barkod Ketersediaan
332.015 CHI p (1) 01-15-02577 TERSEDIA
332.015 CHI p (1) 01-15-02578 TERSEDIA
Ulasan:
Tidak ada ulasan pada koleksi ini: 20397981
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