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Applied Probabilistic Calculus for Financial Engineering
Language: en
Pages: 532
Authors: Bertram K. C. Chan
Categories: Mathematics
Type: BOOK - Published: 2017-10-16 - Publisher: John Wiley & Sons

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Illustrates how R may be used successfully to solve problems in quantitative finance Applied Probabilistic Calculus for Financial Engineering: An Introduction U
Applied Probabilistic Calculus for Financial Engineering
Language: en
Pages: 534
Authors: Bertram K. C. Chan
Categories: Mathematics
Type: BOOK - Published: 2017-09-11 - Publisher: John Wiley & Sons

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Illustrates how R may be used successfully to solve problems in quantitative finance Applied Probabilistic Calculus for Financial Engineering: An Introduction U
Monte Carlo Methods in Financial Engineering
Language: en
Pages: 603
Authors: Paul Glasserman
Categories: Mathematics
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media

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From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to
Methods of Mathematical Finance
Language: en
Pages: 426
Authors: Ioannis Karatzas
Categories: Mathematics
Type: BOOK - Published: 2017-01-10 - Publisher: Springer

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This sequel to Brownian Motion and Stochastic Calculus by the same authors develops contingent claim pricing and optimal consumption/investment in both complete
Essentials of Stochastic Finance
Language: en
Pages: 852
Authors: Albert N. Shiryaev
Categories: Business & Economics
Type: BOOK - Published: 1999 - Publisher: World Scientific

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Readership: Undergraduates and researchers in probability and statistics; applied, pure and financial mathematics; economics; chaos.