Computational Methods for Option Pricing, Yves Achdou

Автор: Duffie, Darrell
Название: Dynamic asset pricing theory
ISBN: 069109022X ISBN-13(EAN): 9780691090221
Издательство: Wiley
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Цена: 73920.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Suitable for doctoral students and researchers, this book talks about the theory of asset pricing and portfolio selection in multiperiod settings under uncertainty. The asset pricing results are based on the three restrictive assumptions: absence of arbitrage, single-agent optimality, and equilibrium.

Автор: Singleton, Kenneth J.
Название: Empirical dynamic asset pricing
ISBN: 0691122970 ISBN-13(EAN): 9780691122977
Издательство: Wiley
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Цена: 115110.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Focuses on the interplay between model specification, data collection, and econometric testing of dynamic asset pricing models. This book includes the econometric methods used in analyzing financial time-series models, and the goodness-of-fit of preference-based and no-arbitrage models of equity returns and the term structure of interest rates.

Автор: Fuente, Angel de la.
Название: Mathematical methods and models for economists
ISBN: 0521585295 ISBN-13(EAN): 9780521585293
Издательство: Cambridge Academ
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Цена: 57030.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is intended as a textbook for a first-year PhD course in mathematics for economists and as a reference for graduate students in economics. It provides a self-contained, rigorous treatment of most of the concepts and techniques required to follow the standard first-year theory sequence in micro and macroeconomics.

Автор: Haber
Название: Computational Methods in Geophysical Electromagnetics
ISBN: 1611973791 ISBN-13(EAN): 9781611973792
Издательство: Mare Nostrum (Eurospan)
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Цена: 69300.00 T
Наличие на складе: Нет в наличии.
Описание: Bridging the gap between theory and applications, this monograph provides a framework for the solution of electromagnetic imaging problems in geophysics. It provides a simple explanation of finite volume discretization; a full description of the basic concepts for solving inverse problems through optimization; a summary of applied electromagnetics methods; and MATLAB® code for efficient computation. The book will appeal to students and practitioners interested in computational science, data fitting, and applications to electromagnetics.

Автор: Chapra, Steven C.
Название: Numerical methods for engineers
ISBN: 007126759X ISBN-13(EAN): 9780071267595
Издательство: McGraw-Hill
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Цена: 61770.00 T
Наличие на складе: Невозможна поставка.
Описание: Numerical Methods for Engineers