Автор: Gallager Название: Stochastic Processes ISBN: 1107039754 ISBN-13(EAN): 9781107039759 Издательство: Cambridge Academ Рейтинг: Цена: 74970.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This definitive textbook provides a solid introduction to stochastic processes, covering both theory and applications. It is written by one of the world`s leading information theorists, evolving over twenty years of graduate classroom teaching, and is accompanied by over 300 exercises, with online solutions for instructors.
Автор: Jarrow Robert A. Название: Continuous-Time Asset Pricing Theory: A Martingale-Based Approach ISBN: 3030744094 ISBN-13(EAN): 9783030744090 Издательство: Springer Рейтинг: Цена: 65210.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book draws together empirical contributions which focus on conceptualising the lived realities of time and temporality in migrant lives and journeys. This book both conceptualises and realises the lived experiences of time with regard to those who are afforded minimal autonomy over their own time: people living in and between borders.
Автор: Shreve, Steven Название: Stochastic calculus for finance ii ISBN: 144192311X ISBN-13(EAN): 9781441923110 Издательство: Springer Рейтинг: Цена: 55890.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: "A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions.
Автор: Meyer, Michael Название: Continuous Stochastic Calculus with Applications to Finance ISBN: 0367455439 ISBN-13(EAN): 9780367455439 Издательство: Taylor&Francis Рейтинг: Цена: 63280.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The prolonged boom in the U.S. and European stock markets has led to increased interest in the mathematics of security markets, most notably in the theory of stochastic integration. This text gives a rigorous development of the theory of stochastic integration as it applies to the valuation of derivative securities. It includes all of the tools rea
Автор: Katono Isaac Wasswa Название: Promoting Entrepreneurship to Reduce Graduate Unemployment ISBN: 1799895815 ISBN-13(EAN): 9781799895817 Издательство: Mare Nostrum (Eurospan) Рейтинг: Цена: 217140.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Expands understanding of the barriers that face graduates in becoming entrepreneurs in various countries, examining the role of educational institutions in promoting graduate entrepreneurship and evaluating governments as well as other schemes that promote graduate entrepreneurship.
Автор: Mele, Antonio, Fornari, Fabio Название: Stochastic Volatility in Financial Markets ISBN: 1461370450 ISBN-13(EAN): 9781461370451 Издательство: Springer Рейтинг: Цена: 158380.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Stochastic Volatility in Financial Markets presents advanced topics in financial econometrics and theoretical finance, and is divided into three main parts.
Автор: Moreno-Bromberg Santiago, Rochet Jean-Charles Название: Continuous-Time Models in Corporate Finance: A User`s Guide ISBN: 0691176523 ISBN-13(EAN): 9780691176529 Издательство: Wiley Рейтинг: Цена: 47520.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
Continuous-Time Models in Corporate Finance synthesizes four decades of research to show how stochastic calculus can be used in corporate finance. Combining mathematical rigor with economic intuition, Santiago Moreno-Bromberg and Jean-Charles Rochet analyze corporate decisions such as dividend distribution, the issuance of securities, and capital structure and default. They pay particular attention to financial intermediaries, including banks and insurance companies.
The authors begin by recalling the ways that option-pricing techniques can be employed for the pricing of corporate debt and equity. They then present the dynamic model of the trade-off between taxes and bankruptcy costs and derive implications for optimal capital structure. The core chapter introduces the workhorse liquidity-management model--where liquidity and risk management decisions are made in order to minimize the costs of external finance. This model is used to study corporate finance decisions and specific features of banks and insurance companies. The book concludes by presenting the dynamic agency model, where financial frictions stem from the lack of interest alignment between a firm's manager and its financiers. The appendix contains an overview of the main mathematical tools used throughout the book. Requiring some familiarity with stochastic calculus methods, Continuous-Time Models in Corporate Finance will be useful for students, researchers, and professionals who want to develop dynamic models of firms' financial decisions.
Автор: Alexandre C. Ziegler Название: A Game Theory Analysis of Options ISBN: 3642058469 ISBN-13(EAN): 9783642058462 Издательство: Springer Рейтинг: Цена: 158380.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Option pricing models are now used to price virtually the full range of financial instruments and financial guarantees such as deposit insurance and collateral, and to quantify the associated risks.
Автор: Bjork Tomas Название: Arbitrage Theory in Continuous Time ISBN: 0198851618 ISBN-13(EAN): 9780198851615 Издательство: Oxford Academ Рейтинг: Цена: 70750.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The fourth edition of this widely used textbook on pricing and hedging of financial derivatives now also includes dynamic equilibrium theory and continues to combine sound mathematical principles with economic applications.
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