Kevin J. (Knox College, Galesburg, Illinois, USA) Hastings,
Kevin J. Hastings
CRC Press
1e druk, 2022
9781498780407
Financial Mathematics
From Discrete to Continuous Time
Specificaties
Gebonden, 411 blz.
|
Engels
CRC Press |
1e druk, 2022
ISBN13: 9781498780407
Rubricering
Onderdeel van serie
Chapman and Hall/CRC Financial Mathematics Series
Levertijd ongeveer 10 werkdagen
Samenvatting
Thorough presentation of the problem of portfolio optimization, leading in a natural way to the Capital Market TheoryDynamic programming and the optimal portfolio selection-consumption problem through timeAn intuitive approach to Brownian motion and stochastic integral models for continuous time problemsThe Black-Scholes equation for simple European option values, derived in several different waysA chapter on several types of exotic options and one on material on the management of risk in several contexts