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0 (hodnocen0 x )
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EB
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ONLINE
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Hoboken, N.J. : Wiey, 2013
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1 online resource (viii, 649 p.) : ill
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 Plný text PDF
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* Návod pro vzdálený přístup
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ISBN 9781118583586 (electronic bk.)
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ISBN 9781118355114
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ISBN 9781118487716 (cloth)
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Includes bibliographical references and index
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Financial models -- Jump models -- Options -- Binomial trees -- Trinomial trees -- Finite difference methods -- Kalman filter -- Futures and forwards -- Non-linear and non-Gaussian Kalman filter -- Short term deviation/long term equilibrium model -- Futures and forwards options -- Fourier transform -- Fundamentals of characteristic functions -- Application of characteristic functions -- Levy processes -- Fourier based option analysis -- Fundamentals of stochastic finance -- Affine jump-diffusion processes.
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Electronic reproduction. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries
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001755565
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full
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(Au-PeEL)EBL1132528
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(CaONFJC)MIL476153
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(CaPaEBR)ebr10682382
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(MiAaPQ)EBC1132528
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(OCoLC)808628436
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Dotazy a připomínky