Stochastic Models of Financial Mathematics
Author:   Vigirdas Mackevicius (VU MIF Professor, Department of Mathematical Analysis, Vilnius University, Lithuania)
Publisher:   ISTE Press Ltd - Elsevier Inc
ISBN:  

9781785481987


Pages:   130
Publication Date:   12 October 2016
Format:   Hardback
Availability:   Manufactured on demand   Availability explained
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Stochastic Models of Financial Mathematics


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Author:   Vigirdas Mackevicius (VU MIF Professor, Department of Mathematical Analysis, Vilnius University, Lithuania)
Publisher:   ISTE Press Ltd - Elsevier Inc
Imprint:   ISTE Press Ltd - Elsevier Inc
Dimensions:   Width: 15.20cm , Height: 1.10cm , Length: 22.90cm
Weight:   0.260kg
ISBN:  

9781785481987


ISBN 10:   1785481983
Pages:   130
Publication Date:   12 October 2016
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

1: Overview of the Basics of Stochastic Analysis 2: The Black–Scholes Model 3: Models of Interest Rates

Reviews

"""The book is written at a high mathematical level, however very clearly for the reader, and will be useful both for undergraduate and post graduate students, practitioners and everybody who wants to study the basic properties of financial markets with continuous time."" --Zentralblatt MATH"


The book is written at a high mathematical level, however very clearly for the reader, and will be useful both for undergraduate and post graduate students, practitioners and everybody who wants to study the basic properties of financial markets with continuous time. --Zentralblatt MATH


Author Information

Vigirdas Mackevicius is Professor of the Department of Mathematical Analysis in the Faculty of Mathematics and Informatics of Vilnius University in Lithuania. His research interests include stochastic processes, stochastic analysis, and stochastic numerics.

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