Stochastic Modeling in Economics and Finance
Author:   Jitka Dupacova ,  J. Hurt ,  J. Stepan
Publisher:   Springer-Verlag New York Inc.
Edition:   Softcover reprint of the original 1st ed. 2002
Volume:   75
ISBN:  

9781441952318


Pages:   386
Publication Date:   07 December 2010
Format:   Paperback
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

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Stochastic Modeling in Economics and Finance


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Author:   Jitka Dupacova ,  J. Hurt ,  J. Stepan
Publisher:   Springer-Verlag New York Inc.
Imprint:   Springer-Verlag New York Inc.
Edition:   Softcover reprint of the original 1st ed. 2002
Volume:   75
Dimensions:   Width: 15.50cm , Height: 2.00cm , Length: 23.50cm
Weight:   0.617kg
ISBN:  

9781441952318


ISBN 10:   1441952314
Pages:   386
Publication Date:   07 December 2010
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

Fundamentals.- Discrete Time Stochastic Decision Models.- Stochastic Analysis and Diffusion Finance.

Reviews

From the reviews: The monograph presents a complete overview on stochastic modeling in finance and economics. ! the mathematical approach is accessible to a wide audience. ! A comprehensive bibliography and index complete the book. The volume can be used in introductory graduate courses, and as a reference text for researchers in probability, statistics and operations research ! . (Emilia Di Lorenzo, Zentralblatt MATH, Vol. 1094 (20), 2006)


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