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Mathematical finance：deterministic and stochastic models

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Bibliographic Details
Main Authors: Janssen Jacques 1939-
Group Author: Manca Raimondo; Volpe Ernesto
Published: ISTE John Wiley,
Publisher Address: London Hoboken, NJ
Publication Dates: 2009.
Literature type: Book
Language: English
Subjects:
Finance > Mathematical models
Stochastic processes
Investments > Mathematics
Finances > Modèles mathématiques
Processus stochastiques
Investissements > Mathématiques
Finanzmathematik
Lehrbuch
Carrier Form: xx, 852 p.: ill. ; 24 cm.
ISBN: 9781848210813
1848210817
Index Number: F810
CLC: F810
Call Number: F810/J352
Contents: Includes bibliographical references (p. [831]-837) and index.
Introductory elements to financial mathematics -- Theory of financial laws -- Uniform regimes in financial practice -- Financial operations and their evaluation -- Annuities-certain and their value at fixed rate -- Loans amortization and funding methods -- Exchanges and prices on the financial market -- Annuities, amortizations and funding in the case of term structures -- Time and variability indicators -- Basic probabilistic tools for finance -- Markov Chains -- Semi-Markov processes -- Stochastic or ito calculus -- Option theory -- Markov and semi-Markov option models -- Interest rate Sto

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