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    RISK NEUTRAL PRICING AND FINANCIAL MATHEMATICS
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    787538

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    Risk Neutral Pricing and Financial Mathematics: A Primer provides a foundation to financial mathematics for those whose undergraduate quantitative preparation does not extend beyond calculus, statistics, and linear math. It covers a broad range of foundation topics related to financial modeling, including probability, discrete and continuous time and space valuation, stochastic processes, equivalent martingales, option pricing, and term structure models, along with related valuation and hedging techniques. The joint effort of two authors with a combined 70 years of academic and practitioner experience, Risk Neutral Pricing and Financial Mathematics takes a reader from learning the basics of beginning probability, with a refresher on differential calculus, all the way to Doob-Meyer, Ito, Girsanov, and SDEs. It can also serve as a useful resource for actuaries preparing for Exams FM and MFE (Society of Actuaries) and Exams 2 and 3F (Casualty Actuarial Society).
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    ISBN9780128015346
    SubtítuloA PRIMER
    Pré vendaNão
    Peso389g
    Livro disponível - pronta entregaNão
    IdiomaInglês
    Tipo itemLIVRO IMPORTADO ADQ MERC INTERNO
    Número de páginas348
    Número da edição1ª EDIÇÃO - 2015
    Código Interno787538
    Código de barras9780128015346
    AcabamentoPAPERBACK
    AutorKNOPF, PETER M. | TEALL, JOHN L.
    EditoraACADEMIC PRESS
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