LIBROS DEL AUTOR: rose anne dana

4 resultados para LIBROS DEL AUTOR: rose anne dana

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  • Financial Markets in Continuous Time
    Monique Jeanblanc / Rose-Anne Dana / A. Kennedy
    In modern financial practice, asset prices are modelled by means of stochastic processes, and continuous-time stochastic calculus thus plays a central role in financial modelling. This approach has its roots in the foundational work of the Nobel laureates Black, Scholes and Merton. Asset prices are further assumed to be rationalizable, that is, determined by equality of demand ...
    Disponible

    47,61 €

  • Financial Markets in Continuous Time
    Monique Jeanblanc / Rose-Anne Dana / A. Kennedy
    This book explains key financial concepts, mathematical tools and theories of mathematical finance. It is organized in four parts. The first brings together a number of results from discrete-time models. The second develops stochastic continuous-time models for the valuation of financial assets (the Black-Scholes formula and its extensions), for optim...
    Disponible

    66,06 €

  • Dynamic Programming in Economics
    Cuong Le Van / Rose-Anne Dana
    Dynamic Programming in Economics is an outgrowth of a course intended for students in the first year PhD program and for researchers in Macroeconomics Dynamics. It can be used by students and researchers in Mathematics as well as in Economics. The purpose of Dynamic Programming in Economics is twofold: (a) to provide a rigorous, but not too complicate...
    Disponible

    206,69 €

  • Financial Markets in Continuous Time
    Monique Jeanblanc / Rose-Anne Dana / A. Kennedy
    This book explains key financial concepts, mathematical tools and theories of mathematical finance. It is organized in four parts. The first brings together a number of results from discrete-time models. The second develops stochastic continuous-time models for the valuation of financial assets (the Black-Scholes formula and its extensions), for optim...
    Disponible

    64,70 €