Optimality and Risk - Modern Trends in Mathematical Finance, Freddy Delbaen; Mikl?s R?sonyi; Christophe Stricke

Автор: Joshi, Mark S.
Название: Concepts and practice of mathematical finance
ISBN: 0521514088 ISBN-13(EAN): 9780521514088
Издательство: Cambridge Academ
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Цена: 70740.00 T
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Описание: The second edition of a successful text providing the working knowledge needed to become a good quantitative analyst. An ideal introduction to mathematical finance, readers will gain a clear understanding of the intuition behind derivatives pricing, how models are implemented, and how they are used and adapted in practice.

Автор: Chin Eric, Olafsson Sverrir, Nel Dian
Название: Problems and Solutions in Mathematical Finance: Volume I - Stochastic Calculus
ISBN: 1119965837 ISBN-13(EAN): 9781119965831
Издательство: Wiley
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Цена: 44350.00 T
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Описание: Mathematical finance requires the use of advanced mathematical techniques drawn from the theory of probability, stochastic processes and stochastic differential equations. These areas are generally introduced and developed at an abstract level, making it problematic when applying these techniques to practical issues in finance.

Автор: Chung K. L., AitSahlia Farid
Название: Elementary Probability Theory / With Stochastic Processes and an Introduction to Mathematical Finance
ISBN: 038795578X ISBN-13(EAN): 9780387955780
Издательство: Springer
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Цена: 69870.00 T
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Описание: Provides an introduction to probability theory and its applications.

Автор: Ruschendorf , L
Название: Mathematical Risk Analysis
ISBN: 3642335896 ISBN-13(EAN): 9783642335891
Издательство: Springer
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Цена: 102480.00 T
Наличие на складе: Невозможна поставка.
Описание: The up-to-date material and logical structure of this volume provides the clarity and orientation needed to gain a solid working knowledge of mathematical risk analysis. It includes a specialized focus on the risk theory deployed in finance and insurance.

Автор: Focardi Sergio M
Название: Mathematical Methods for Finance
ISBN: 1118312635 ISBN-13(EAN): 9781118312636
Издательство: Wiley
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Цена: 110880.00 T
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Описание: The mathematical and statistical tools needed in the rapidly growing quantitative finance field With the rapid growth in quantitative finance, practitioners must achieve a high level of proficiency in math and statistics. Mathematical Methods and Statistical Tools for Finance, part of the Frank J.

Автор: Rosazza Gianin Emanuela
Название: Mathematical Finance: Theory Review and Exercises
ISBN: 3319013564 ISBN-13(EAN): 9783319013565
Издательство: Springer
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Цена: 37260.00 T
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Описание: The book collects over 120 exercises on different subjects of Mathematical Finance, including Option Pricing, Risk Theory, and Interest Rate Models.

Название: An Introduction to Mathematical Finance
ISBN: 0521770432 ISBN-13(EAN): 9780521770439
Издательство: Cambridge Academ
Цена: 26350.00 T
Наличие на складе: Невозможна поставка.
Описание: A textbook presenting sophisticated financial topics in a mathematically accurate but accessible way.

Автор: Michael Carlberg; Arne Hansen
Название: Sustainability and Optimality of Public Debt
ISBN: 3642446302 ISBN-13(EAN): 9783642446306
Издательство: Springer
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Цена: 102480.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Using the Solow model, the overlapping general generations model and the infinite horizons model, this book explores the sustainability and optimality of public debt under three scenarios: the closed economy, the small open economy, and a two-country setting.

Автор: A.V. Arutyunov
Название: Optimality Conditions: Abnormal and Degenerate Problems
ISBN: 0792366557 ISBN-13(EAN): 9780792366553
Издательство: Springer
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Цена: 102480.00 T
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Описание: Devoted to the necessary and sufficient extremality conditions. This book studies the abstract minimization problem with constraints. It features a chapter devoted to the optimal control problem. It studies the integral quadratic form. It discusses the local properties of smooth nonlinear mappings in a neighbourhood of an abnormal point.

Автор: G.I.N. Rozvany
Название: Shape and Layout Optimization of Structural Systems and Optimality Criteria Methods
ISBN: 3211823638 ISBN-13(EAN): 9783211823637
Издательство: Springer
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Цена: 81050.00 T
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Описание: This examination of shape and layout optimation for structural design problems also describes new optimality criteria methods which are capable of handling many thousands of design variables and active design constraints.

Автор: Michael Carlberg; Arne Hansen
Название: Sustainability and Optimality of Public Debt
ISBN: 3642329667 ISBN-13(EAN): 9783642329661
Издательство: Springer
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Цена: 93160.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Using the Solow model, the overlapping general generations model and the infinite horizons model, this book explores the sustainability and optimality of public debt under three scenarios: the closed economy, the small open economy, and a two-country setting.

Автор: Steland
Название: Financial Statistics and Mathematical Finance: Methods, Models and Applications
ISBN: 0470710586 ISBN-13(EAN): 9780470710586
Издательство: Wiley
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Цена: 68110.00 T
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Описание: *Provides an introduction to the basics of financial statistics and mathematical finance.