Книга Stochastic Methods in Asset Pricing Andrew Lyasoff

Stochastic Methods in Asset Pricing

Автор: Andrew Lyasoff
Език: Английски език
Корици: С твърди корици
Издател: MIT Press Ltd
Наличност: 50% вероятност
Ще претърсим света
90.64 177.28 лв
This book presents a self-contained, comprehensive, and yet concise and condensed overview of the th...

Информация за книгата

Автор
Език
Английски език
Корици
Книга - С твърди корици
Издадена
2017
страници
632
EAN
9780262036559
ISBN
9780262036559
Enbook ID
16056094
Издател
Теглоt
880
Размери
236 x 162 x 27

Пълно описание

This book presents a self-contained, comprehensive, and yet concise and condensed overview of the theory and methods of probability, integration, stochastic processes, optimal control, and their connections to the principles of asset pricing. The book is broader in scope than other introductory-level graduate texts on the subject, requires fewer prerequisites, and covers the relevant material at greater depth, mainly without rigorous technical proofs. The book brings to an introductory level certain concepts and topics that are usually found in advanced research monographs on stochastic processes and asset pricing, and it attempts to establish greater clarity on the connections between these two fields.

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