Buku Teks SO :: Kembali

Buku Teks SO :: Kembali

Problems and solutions in mathematical finance: stochastic calculus / Eric Chin, Sverrir Olafsson

Chin, Eric, 1971-; (John Wiley and Sons, 2014)

 Abstrak

Mathematical finance requires the use of advanced mathematical techniques drawn from the theory of probability, stochastic processes and stochastic differential equations. These areas are generally introduced and developed at an abstract level, making it problematic when applying these techniques to practical issues in finance

 Metadata

Jenis Koleksi : Buku Teks SO
No. Panggil : 332.015 CHI p (1);332.015 CHI p (2)
Entri utama-Nama orang :
Subjek :
Penerbitan : Hoboken, New Jersey: John Wiley and Sons, 2014
Sumber Pengatalogan : LibUI eng rda
ISBN : [9781119965831;9781119965831]
Tipe Konten : text
Tipe Media : unmediated
Tipe Carrier : volume
Edisi : [;, ]
Deskripsi Fisik : viii, 379 pages : illustration ; 26 cm
Catatan Bibliografi :
Catatan Seri : The Wiley Finance Series
Catatan Umum : Preface -- General probability theory -- Wiener process -- Stochastic di?erential equations -- Change of measure -- Poisson process -- A Mathematics formulae -- B Probability theory formulae -- C Differential equations formulae -- Bibliography -- Notation
Catatan Versi Asli :
Lembaga Pemilik : Universitas Indonesia
Lokasi : Perpustakaan UI, lantai 2.
  • Ketersediaan
  • Ulasan
  • Sampul
No. Panggil No. Barkod Ketersediaan
332.015 CHI p (1);332.015 CHI p (2) 01-15-02577 TERSEDIA
332.015 CHI p (1);332.015 CHI p (2) 01-15-02578 TERSEDIA
Ulasan:
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