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Financial Mathematics - From Discrete to Continuous Time (Hardcover) Loot Price: R2,585
Discovery Miles 25 850
Repayment Terms: R242 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 R2,585 Discovery Miles 25 850 | Repayment Terms: R242 pm x 12*

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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
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LSN: 1-4987-8040-7
Barcode: 9781498780407

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