David C. Heath – författare

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1 produkter

1. 

   Introduction to Mathematical Finance

   Av David C. Heath, Glen Swindle

   Inbunden, 2000

   1509 kr

   Lägg i varukorg

   The foundation for the subject of mathematical finance was laid nearly 100 years ago by Bachelier in his fundamental work, ""Theorie de la speculation"". In this work, he provided the first treatment of Brownian motion. Since then, the research of Markowitz, and then of Black, Merton, Scholes, and …