LIBROS DEL AUTOR: geon ho choe

2 resultados para LIBROS DEL AUTOR: geon ho choe

geon ho choe Eliminar filtro Quitar filtros
  • Stochastic Analysis for Finance with Simulations
    Geon Ho Choe
    This book is an introduction to stochastic analysis and quantitative finance; it includes both theoretical and computational methods. Topics covered are stochastic calculus, option pricing, optimal portfolio investment, and interest rate models. Also included are simulations of stochastic phenomena, numerical solutions of the Black-Scholes-Merton equation, Monte Carlo methods, ...
    Disponible

    119,92 €

  • Computational Ergodic Theory
    Geon Ho Choe
    Prerequisites.- Invariant Measures.- The Birkhoff Ergodic Theorem.- The Central Limit Theorem.- More on Ergodicity.- Homeomorphisms of the Circle.- Mod 2 Uniform Distribution.- Entropy.- The Lyapunov Exponent: One-Dimensional Case.- The Lyapunov Exponent: Multidimensional Case.- Stable and Unstable Manifolds.- Recurrence and Entropy.- Recurrence and Dimension.- Data Compression...
    Disponible

    96,15 €