Chesney Marc: Mathematical Methods for Financial Markets
Скачать книгу (размер 3 859 Kb , формат fb2, страниц 758) Аннотация: Stochastic processes of common use in Mathematical finance are presented throughout the book, which consists of eleven chapters, interlacing on one hand financial concepts and instruments, such as arbitrage opportunities, admissible strategies, contingent claims, option pricing, default risk, ruin, and on the other hand, Brownian motion, diffusion processes, Levy processes, together with the…