Stochastic Modeling in Economics and Finance

• Κύριοι συγγραφείς: Dupačová, Jitka (Συγγραφέας), Hurt, Jan (Συγγραφέας), Štěpán, Josef (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Boston, MA : Springer US, 2002.
• Σειρά: Applied Optimization, 75
• Θέματα: Mathematics.; Accounting.; Bookkeeping.; Operations research.; Decision making.; Finance.; Mathematical optimization.; Probabilities.; Optimization.; Probability Theory and Stochastic Processes.; Finance, general.; Operation Research/Decision Theory.; Accounting/Auditing.

In Part I, the fundamentals of financial thinking and elementary mathematical methods of finance are presented. The method of presentation is simple enough to bridge the elements of financial arithmetic and complex models of financial math developed in the later parts. It covers characteristics of c...

Πίνακας περιεχομένων:

• Fundamentals
• Discrete Time Stochastic Decision Models
• Stochastic Analysis and Diffusion Finance.