Mathematical finance : deterministic and stochastic models
Year of publication: |
2009
|
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Authors: | Janssen, Jacques ; Manca, Raimondo ; Volpe, Ernesto |
Publisher: |
London : ISTE [u.a.] |
Subject: | Finance | Mathematical models | Stochastic processes | Investments | Mathematics | Finanzmathematik | Lehrbuch |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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An elementary introduction to mathematical finance : options and other topics
Ross, Sheldon M., (2003)
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Quantitative methods for finance and investments
Teall, John L., (2002)
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Wilmott, Paul, (2007)
- More ...
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A NON-HOMOGENEOUS SEMI-MARKOV REWARD MODEL FOR THE CREDIT SPREAD COMPUTATION
D'AMICO, GUGLIELMO, (2011)
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European and American options: The semi-Markov case
D’Amico, Guglielmo, (2009)
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A Duration Dependent Rating Migration Model: Real Data Application and Cost of Capital Estimation
Giuseppe, Biase di, (2014)
- More ...