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Advanced Mathematical Methods for Finance

Language EnglishEnglish
Book Hardback
Book Advanced Mathematical Methods for Finance Giulia Di Nunno
Libristo code: 01657366
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, March 2011
Including models based on Brownian motion, Lévy processes and jump diffusions, this book presents in... Full description
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Including models based on Brownian motion, Lévy processes and jump diffusions, this book presents innovations in the mathematical foundations of financial analysis as well as numerical methods for finance and their application to the modeling of risk.

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About the book

Full name Advanced Mathematical Methods for Finance
Author Giulia Di Nunno, Bernt Oksendal
Language English
Binding Book - Hardback
Date of issue 2011
Number of pages 536
EAN 9783642184116
ISBN 3642184111
Libristo code 01657366
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Weight 934
Dimensions 165 x 244 x 36

Categories

Reference, Information & Interdisciplinary subjects > Research & information: general > Information theory > Cybernetics & systems theory
Society & Social Sciences > Sociology & anthropology > Sociology > Social research & statistics
Economics, Finance, Business & Management > Economics > Macroeconomics > Monetary economics
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Biology, life sciences > Life sciences: general issues > Ecological science, the Biosphere
Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
Economics, Finance, Business & Management > Finance & accounting > Finance
Economics, Finance, Business & Management > Business & Management > Business mathematics & systems
Mathematics & Science > Mathematics > Probability & statistics
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