자료유형 | 단행본 |
---|---|
서명/저자사항 | Mathematical finance [electronic resource]: core theory, problems and statistical algorithms / Nikolai Dokuchaev. |
개인저자 | Dokuchaev, Nikolai. |
단체저자명 | NetLibrary, Inc. |
발행사항 | London ; New York: Routledge, 2007. |
형태사항 | 1 online resource(x, 196 p.) : ill. |
총서사항 | Routledge advanced texts in economics and finance |
ISBN | 9780203964729 (electronic bk.) 0203964721 (electronic bk.) |
서지주기 | Includes bibliographical references (p. [194]) and index. |
내용주기 | Review of probability theory -- Basics of stochastic processes -- Discrete time market models -- Basics of Ito calculus and stochastic analysis -- Continuous time market models -- American options and binomial trees -- Implied and historical volatility -- Review of statistical estimation -- Estimation of models for stock prices. |
복제주기 | Electronic reproduction. Boulder, Colo. : NetLibrary, 2007. Available via World Wide Web. Access may be limited to NetLibrary affiliated libraries. This edition published in the Taylor & Francis e-Library, 2007. |
일반주제명 | Finance --Mathematical models. |
분류기호(DDC) | 332 |
언어 | 영어 |
바로가기 |
: An electronic book accessible through the World Wide Web; click for information |
보존/밀집/기증 자료 신청 분관대출 서가부재도서 무인예약대출 배달서비스 소장위치출력
No. | 등록번호 | 청구기호 | 소장처 | 밀집번호 | 도서상태 | 반납예정일 | 예약 | 서비스 | 매체정보 |
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1 | E169828 | EB 332 | 중앙도서관[본관]/E-Book/ | 대출가능 |