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Stochastic Models of Financial Mathematics (Hardcover) (Vigirdas Mackevicius)

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About this item

These lecture notes are based on a graduate course given for several years at Vilnius University as part of the master program Financial and Actuarial Mathematics. They are intended to give a short introduction to continuous-time financial models including Black--Scholes and interest rate models. Some basic knowledge of stochastic integration and differential equations theory is preferable, although, formally, all the preliminary information is given in part 1 of the lecture notes.
  • About continuous-time stochastic models of financial mathematics
  • Black-Sholes model and interest rate models
  • Requiring a minimum knowledge of stochastic integration and stochastic differential equations
Number of Pages: 130
Genre: Mathematics
Format: Hardcover
Publisher: Elsevier Science Ltd
Author: Vigirdas Mackevicius
Language: English
Street Date: October 12, 2016
TCIN: 51895346
UPC: 9781785481987
Item Number (DPCI): 248-36-9588
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