Bemærk: Kan ikke leveres før jul.
Forventes på lager: 30-11-2007
Maintaining the lucid style of its popular predecessor, this concise and accessible introduction covers the probabilistic techniques required to understand the most widely used financial models. Along with additional exercises, this edition presents fully updated material on stochastic volatility models and option pricing.
| Forlag | Taylor & Francis Inc |
| Forfattere | Damien Lamberton, Bernard Lapeyre |
| Type | Bog |
| Format | Hardback |
| Sprog | Engelsk |
| Udgave | 2 ed |
| Udgivelsesdato | 30-11-2007 |
| Første udgivelsesår | 2007 |
| Serie | Chapman and Hall/CRC Financial Mathematics Series |
| Originalsprog | United States |
| Sideantal | 254 |
| Indbinding | Hardback |
| Forlag | Taylor & Francis Inc |
| Sideoplysninger | 254 pages |
| Mål | 244 x 165 x 19 |
| ISBN-13 / EAN-13 | 9781584886266 |