Stochastic Modeling in Economics and Finance

In Part I, the fundamentals of financial thinking and elementary mathematical methods of finance are presented. The method of presentation is simple enough to bridge the elements of financial arithmetic and complex models of financial math developed in the later parts. It covers characteristics of c...

Full description

Bibliographic Details
Main Authors: Dupacova, Jitka, Hurt, J. (Author), Stepan, J. (Author)
Format: eBook
Language:English
Published: New York, NY Springer US 2002, 2002
Edition:1st ed. 2002
Series:Applied Optimization
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Table of Contents:
  • Fundamentals
  • Discrete Time Stochastic Decision Models
  • Stochastic Analysis and Diffusion Finance