-
Anglický jazyk
Applications of Stochastic Models in Finance
Autor: Reza Habibi
This note contains some applications of stochastic models in finance. For example, we survey Markov Decision Processes, Bayesian Networks, Adaptive Control, Black-Scholes Pricing methods. This note involves the change point analysis in some financial models,... Viac o knihe
Na objednávku, dodanie 2-4 týždne
53.68 €
bežná cena: 56.50 €
O knihe
This note contains some applications of stochastic models in finance. For example, we survey Markov Decision Processes, Bayesian Networks, Adaptive Control, Black-Scholes Pricing methods. This note involves the change point analysis in some financial models, risk management, portfolio selection and credit scoring in financial institutions. Some papers are too short, however, we have studied an observation.
- Vydavateľstvo: LAP LAMBERT Academic Publishing
- Rok vydania: 2014
- Formát: Paperback
- Rozmer: 220 x 150 mm
- Jazyk: Anglický jazyk
- ISBN: 9783659302978
