Mathematical Finance - Bachelier Congress 2000
Selected Papers from the First World Congress of the Bachelier Finance Society, Paris, June 29-July 1, 2000
Buch in deiner Nähe kaufen
oder
Beschreibung
Includes supplementary material: sn.pub/extras
Autor*in
Helyette Geman
Themen in »Mathematical Finance - Bachelier Congress 2000«
Boundary value problem Brownian motion Calculation Credit Derivatives Markov Chains Markov chain Peak Simulation Treasury derivatives geometric Brownian motion investment mathematical finance modeling risk management
Stimmen zu »Mathematical Finance - Bachelier Congress 2000«
Details
ISBN: 9783540677819
Verlag: Springer Berlin
Erscheinung: 04.12.2001