stochastic finance

SKU: 26124139. Condição: USADO. . Livro usado em ótimo estado, leve amarelamento nas páginas, sem grifos ou anotações. P34 - 2016432

From stochastic calculus to mathematical finance

Introduction to stochastic calculus for finance

Stochastic methods in finance

Stochastic calculus for finance i

ELEMENTARY STOCHASTIC CALCULUS, WITH FINANCE IN VIEW

Livro em ótimo estado de conservação, capa e contracapa conservadas sem marcas ou amassados de manuseio, páginas internas sem rabiscos, grifos ou rasuras. rs09

Livro em inglês. Capa dura. Em bom estado de conservação. Capa, bordas e lombada perfeitamente preservadas. 417 páginas. ISBN:9781584884934. AM596 _PI5561195_

SKU: 26413950. Condição: USADO. . L.1 Livro em bom estado; ,laterais e páginas amareladas pelo tempo, ; ,escrito em Inglês; ,capa com desgastes ; com nome a caneta na parte interna da capa (matematica) - 2016106917

Bom estado de conservação. Bordas amareladas pelo tempo e manuseio. Leve marca de queda na lombada, 550 paginas -166278

<P>Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S.</P> <P></P> <P>Has been tested in the classroom and revised over a period of several years</P> <P>Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance</P>

Using the Kelly Criterion for Investing.- Designing Minimum Guaranteed Return Funds.- Performance Enhancements for Defined Benefit Pension Plans.- Hedging Market and Credit Risk in Corporate Bond Portfolios.- Dynamic Portfolio Management for Property and Casualty Insurance.- Pricing Reinsurance Contracts.- A Nonlinear Decision Support Model for Weekly Operation of Hydrothermal Systems.- Hedging th...

Using the Kelly Criterion for Investing.- Designing Minimum Guaranteed Return Funds.- Performance Enhancements for Defined Benefit Pension Plans.- Hedging Market and Credit Risk in Corporate Bond Portfolios.- Dynamic Portfolio Management for Property and Casualty Insurance.- Pricing Reinsurance Contracts.- A Nonlinear Decision Support Model for Weekly Operation of Hydrothermal Systems.- Hedging th...

Developed for the professional Masters program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several years Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance

Developed for the professional Masters program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several years Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance

Developed for the professional Masters program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several years Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance

Developed for the professional Masters program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several years Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance

Developed for the professional Masters program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several years Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance

Developed for the professional Masters program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several years Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance

Developed for the professional Masters program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several years Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance

Developed for the professional Masters program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several years Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance

Developed for the professional Masters program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several years Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance

Developed for the professional Masters program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several years Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance

Developed for the professional Masters program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several years Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance

A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions. In summary, this is a well-written text that treats the key classical models of finance through an applied probability approach.It should serve as an excellent introduction for anyone studying the mathematics of the classical theory of finance. --SIAM