Dash J.W. Quantitative Finance and Risk Management. A Physicist's Approach

формат djv
размер 14.47 МБ
добавлен 22 сентября 2011 г.

Singapore, World Scientific Publishing Co., 2004. - 804p.

Книга рассматривает весь спектр вопросов финансовой математики с позиций математической физики. Включает в себя такие разделы, как количественные меры риска, риск для деривативов, экзотические опционы, методы риск-менеджмента, использование фейнмановских интегралов по путям в задачах финансовой математики и моделирование кривой доходности на микро-макро уровне. Для научных работников в области финансовой математики или физиков, пытающихся приложить свои знания в финансовой сфере.

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