Lin X.S. Introductory Stochastic Analysis for Finance and Insurance

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размер 8.81 МБ
добавлен 25 сентября 2011 г.

Hoboken, John Wiley & Sons, 2006. - 251p.

Учебник по случайным процессам и стохастическому анализу с примерами из финансовой математики и страхования. Для студентов, аспирантов и преподавателей математических специальностей - как пример приложения, экономических специальностей - как математический базис курсов финансовой математики.

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