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  1. Stochastic Finance (Inbunden)

    av

    Nicolas Privault

    ISBN: 9781466594029 - UTGIVEN: 2013-12

    Stochastic Finance: An Introduction with Market Examples presents an introduction to pricing and hedging in discrete and continuous time financial models without friction, emphasizing the complementarity of analytical and probabilistic methods. It demonstrates both the power and limitations of mathe[...]

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    från 953.00 kr
  2. Understanding Markov Chains (Häftad)

    av

    Nicolas Privault

    ISBN: 9789814451505 - UTGIVEN: 2013-08

    This book provides an undergraduate introduction to discrete and continuous-time Markov chains and their applications. A large focus is placed on the first step analysis technique and its applications to average hitting times and ruin probabilities. Classical topics such as recurrence and transience[...]

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    från 311.00 kr