L. C. G. Rogers – författare
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10 produkter
Numerical Methods in Finance
Häftad, 2008
911 kr
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Numerical Methods in Finance has emerged as a discipline at the intersection of probability theory, finance and numerical analysis. This book, based on lectures given at the Newton Institute as part of a broader programme, describes a wide variety of numerical methods used in financial analysis: …
Numerical Methods in Finance
Inbunden, 1997
1824 kr
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Numerical Methods in Finance has emerged as a discipline at the intersection of probability theory, finance and numerical analysis. This book, based on lectures given at the Newton Institute as part of a broader programme, describes a wide variety of numerical methods used in financial analysis: …
Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus
Av L. C. G. Rogers, David Williams
Häftad, 2000
5,0 utav 5 stjärnor. Totalt antal röster: (1)
1270 kr
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This celebrated book has been prepared with readers' needs in mind, remaining a systematic treatment of the subject whilst retaining its vitality. The second volume follows on from the first, concentrating on stochastic integrals, stochastic differential equations, excursion theory and the general …
Diffusions, Markov Processes, and Martingales: Volume 1, Foundations
Av L. C. G. Rogers, David Williams
Häftad, 2000
5,0 utav 5 stjärnor. Totalt antal röster: (1)
1226 kr
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Now available in paperback, this celebrated book has been prepared with readers' needs in mind, remaining a systematic guide to a large part of the modern theory of Probability, whilst retaining its vitality. The authors' aim is to present the subject of Brownian motion not as a dry part of …
Diffusions, Markov Processes, and Martingales: Volume 1, Foundations
Av David Williams, L. C. G. Rogers
E-bok, 2000
1200 kr
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Now available in paperback, this celebrated book has been prepared with readers'' needs in mind, remaining a systematic guide to a large part of the modern theory of Probability, whilst retaining its vitality. The authors'' aim is to present the subject of Brownian motion not as a dry part of …
Diffusions, Markov Processes, and Martingales: Volume 1, Foundations
Av David Williams, L. C. G. Rogers
E-bok, 2000
1239 kr
Lägg i varukorg
Now available in paperback, this celebrated book has been prepared with readers'' needs in mind, remaining a systematic guide to a large part of the modern theory of Probability, whilst retaining its vitality. The authors'' aim is to present the subject of Brownian motion not as a dry part of …
Paris-Princeton Lectures on Mathematical Finance 2002
Av Peter Bank, Fabrice Baudoin m. fl.
Häftad, 2003
388 kr
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The Paris-Princeton Lectures in Financial Mathematics, of which this is the first volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can …
Paris-Princeton Lectures on Mathematical Finance 2002
Av Nizar Touzi, Halil Mete Soner m. fl.
E-bok, 2003
522 kr
Lägg i varukorg
The Paris-Princeton Lectures in Financial Mathematics , of which this is the first volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can …
Optimal Investment
Häftad, 2013
771 kr
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Readers of this book will learn how to solve a wide range of optimal investment problems arising in finance and economics. Starting from the fundamental Merton problem, many variants are presented and solved, often using numerical techniques that the book also covers. The final chapter assesses the …
Optimal Investment
E-bok, 2013
957 kr
Lägg i varukorg
Readers of this book will learn how to solve a wide range of optimal investment problems arising in finance and economics. Starting from the fundamental Merton problem, many variants are presented and solved, often using numerical techniques that the book also covers. The final chapter assesses the …
