Text
The Mathematics of financial modeling and investment management
The Mathematics of Financial Modeling and Investment Management introduces the reader to the key mathematical techniques used in todays financial world, namely matrix algebra, calculus, ordinary differential equations, probability theory, stochastic calculus, time series analysis, and optimization. Using a wealth of real-world examples, Focardi and Fabozzi present the theories and techniques that are at the forefront of modern research, including fat tailed distributions, scaling laws, extreme value theory, and contagion in a multi-agent environment. Filled with in-depth insight and expert advice, this book clearly ties together financial theory and mathematical techniques.
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| Tan 510 Foc m | PSB lt.dasar - Pascasarjana | 8 |
| Penerbit | New Jersey: John Wiley & Sons 2004 |
|---|---|
| Edisi | - |
| Subjek | - |
| ISBN/ISSN | - |
| Klasifikasi | NONE |
| Deskripsi Fisik | - |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |