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Books > Business & Economics > Economics > Econometrics > Economic statistics

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Financial Mathematics - From Discrete to Continuous Time (Hardcover) Loot Price: R2,857

Discovery Miles 28 570

Repayment Terms: R268 pm x 12*

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Financial Mathematics - From Discrete to Continuous Time (Hardcover): Kevin J. Hastings

Financial Mathematics - From Discrete to Continuous Time (Hardcover)

Kevin J. Hastings

Series: Chapman and Hall/CRC Financial Mathematics Series

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Loot Price R2,857 Discovery Miles 28 570 | Repayment Terms: R268 pm x 12*

Expected to ship within 12 - 19 working days

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Thorough presentation of the problem of portfolio optimization, leading in a natural way to the Capital Market Theory Dynamic programming and the optimal portfolio selection-consumption problem through time An intuitive approach to Brownian motion and stochastic integral models for continuous time problems The Black-Scholes equation for simple European option values, derived in several different ways A chapter on several types of exotic options and one on material on the management of risk in several contexts

General

Imprint:	Productivity Press
Country of origin:	United States
Series:	Chapman and Hall/CRC Financial Mathematics Series
Release date:	December 2022
First published:	2023
Authors:	Kevin J. Hastings
Dimensions:	234 x 156 x 32mm (L x W x T)
Format:	Hardcover
Pages:	411
ISBN-13:	978-1-4987-8040-7
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Business & Economics > Economics > Econometrics > Economic statistics Books > Science & Mathematics > Mathematics > Applied mathematics > General Promotions
LSN:	1-4987-8040-7
Barcode:	9781498780407