Mathematical finance : deterministic and stochastic models /
Janssen, Jacques, 1939- ,
Mathematical finance : deterministic and stochastic models / Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano. - xx, 852 páginas ; 24 cm.
Incluye bibliografía (p. [831]-837).
Introductory elements to financial mathematics -- Theory of financial laws -- Uniform regimes in financial practice -- Financial operations and their evaluation -- Annuities-certain and their value at fixed rate -- Loans amortization and funding methods -- Exchanges and prices on the financial market -- Annuities, amortizations and funding in the case of term structures -- Time and variability indicators -- Basic probabilistic tools for finance -- Markov Chains -- Semi-Markov processes -- Stochastic or ito calculus -- Option theory -- Markov and semi-Markov option models -- Interest rate Stochastic models -- Portfolio theory -- Value at risk (VaR) methods and simulation -- Credit risk or default risk -- Markov and semi-Markov reward processes and Stochastic annuities.
1848210817 9781848210813
Finanzas--Modelos matemáticos.
Inversiones--Matemáticas.
Procesos estocásticos.
332.01 / J35m 2009
Mathematical finance : deterministic and stochastic models / Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano. - xx, 852 páginas ; 24 cm.
Incluye bibliografía (p. [831]-837).
Introductory elements to financial mathematics -- Theory of financial laws -- Uniform regimes in financial practice -- Financial operations and their evaluation -- Annuities-certain and their value at fixed rate -- Loans amortization and funding methods -- Exchanges and prices on the financial market -- Annuities, amortizations and funding in the case of term structures -- Time and variability indicators -- Basic probabilistic tools for finance -- Markov Chains -- Semi-Markov processes -- Stochastic or ito calculus -- Option theory -- Markov and semi-Markov option models -- Interest rate Stochastic models -- Portfolio theory -- Value at risk (VaR) methods and simulation -- Credit risk or default risk -- Markov and semi-Markov reward processes and Stochastic annuities.
1848210817 9781848210813
Finanzas--Modelos matemáticos.
Inversiones--Matemáticas.
Procesos estocásticos.
332.01 / J35m 2009