5250040

9781905209859

Mathematical Finance Stochastic Models

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  • ISBN-13: 9781905209859
  • ISBN: 1905209851
  • Publication Date: 2007
  • Publisher: ISTE/Hermes Science Publishing

AUTHOR

Janssen, Jacques, Manca, Raimondo, Volpe, Ernesto

SUMMARY

This succinct overview examines stochastic processes and Itô's formula, the main tool of stochastic finance. Classical fields, such as the evaluation of equity options, the basis of quantitative risk management, and interest rate stochastic models and how they are applied to bond options, are also discussed along with the increasingly important areas of Markov and semi-Markov risk and evaluation models.Janssen, Jacques is the author of 'Mathematical Finance Stochastic Models', published 2007 under ISBN 9781905209859 and ISBN 1905209851.

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