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A Course in Financial Calculus 金融数学教程 埃莉森埃瑟里奇
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【预订】Stochastic Calculus and Financial Applications 978144192 国外库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9781441928627 Author 作者 Steele Format 版本 平装-胶订 Pages Number 页数 302页 Publisher 出版社 Springer New York Publication Date 出版日期 2010-12-01 Language 语种 英语 Book Contents 内容简介 This book is designed for students who want to develop professional skill in stochastic calculus and its application to problems in finance. The Wharton School course that forms the basis for this book is designed for energetic students who have had some experience with probability and statistics but have not had ad? vanced courses in stochastic processes. Although the course assumes only a modest background, it moves quickly, and in the end, students can expect to have tools that are deep enough and rich enough to be relied on throughout their professional careers. The course begins with simple random walk and the analysis of gambling games. This material is used to motivate
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Product Details 基本信息 ISBN-13 书号 9781119387619 Author 作者 Bertram Chan Format 版本 精装 Pages Number 页数 672页 Publisher 出版社 Wiley Publication Date 出版日期 2017-09-25 Language 语种 英语 Book Contents 内容简介 This book provides R recipes for asset allocation and portfolio optimization problems. After introducing all the necessary probabilistic and statistical foundations, the author moves on to topics related to asset allocation and portfolio optimization with R codes illustrated for various examples. This book consists of six chapters. Chapter 1 provides an introduction, which covers financial engineering, using R in data analysis, and univariate, bivariate, and multivariate data analysis. Chapter 2 examines probabilistic calculus for modeling financial engineering. This chapter walks the reader through building an effective financial model from GBM via probalistic calculus, and also covers Ito Calculus. Chapter
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海外直订Stochastic Calculus and Financial Applications 随机微积分与金融应
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海外直订Fractional Calculus and Fractional Processes with Applic
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