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Stochastic Modeling in Economics and Finance (Applied Optimization) epub download

by Jitka Dupacova,J. Hurt,J. Stepan


Jitka Dupacova, J. Hurt, J. Stepan. A very useful textbook for both undergraduate and advanced courses on stochastic models in finance.

Jitka Dupacova, J. The first part is a comprehensive but readable and well understandable introduction to Financial Mathematics. The second part on discrete time stochastic models is based on some background knowledge of Stochastic Programming. The theory is well balanced with many practical examples from various areas. The third part describes the continuous time financial models based.

Introduction to Stochastic Calculus Applied to Finance (Stochastic Modeling). Stochastic methods in economics and finance. Stochastic methods in economics and finance (Advanced Textbooks in Economics). Applied Computational Economics and Finance. Unlike other books that focus only on selected specific subjects this book provides both a broad and rich cross-section of contemporary approaches to stochastic modeling in finance and economics; it is decision making oriented. The material ranges from common tools to solutions of sophisticated system problems and applications. In Part I, the fundamentals of financial thinking and elementary mathematical methods of finance are presented. Provides both a rich cross-section of contemporary approaches to stochastic modeling in finance and economic decision making oriented. Material ranges from common tools to solutions of sophisticated problems and applications. Categories: Economy\Mathematical Economics. Other readers will always be interested in your opinion of the books you've read

Jitka Dupacova, J. Other readers will always be interested in your opinion of the books you've read. Whether you've loved the book or not, if you give your honest and detailed thoughts then people will find new books that are right for them. Free ebooks since 2009.

Unlike other books that focus only on selected specific subjects this book provides both a broad and rich cross-section of contemporary approaches to stochastic modeling in finance and economics; it is decision making oriented. 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.

The monograph presents a complete overview on stochastic modeling in finance and economics.

price for USA in USD (gross). The monograph presents a complete overview on stochastic modeling in finance and economics. A comprehensive bibliography and index complete the book. Emilia Di Lorenzo, Zentralblatt MATH, Vol. 1094 (20), 2006).

Автор: Jitka Dupacova; J. Hurt; J. Stepan Название: Stochastic .

In Part I, the fundamentals of financial thinking and elementary mathematical methods of finance are presented.

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 cash flows, yield curves, and valuation of securities.Part II is devoted to the allocation of funds and risk management: classics (Markowitz theory of portfolio), capital asset pricing model, arbitrage pricing theory, asset & liability management, value at risk. The method explanation takes into account the computational aspects.Part III explains modeling aspects of multistage stochastic programming on a relatively accessible level. It includes a survey of existing software, links to parametric, multiobjective and dynamic programming, and to probability and statistics. It focuses on scenario-based problems with the problems of scenario generation and output analysis discussed in detail and illustrated within a case study.

Stochastic Modeling in Economics and Finance (Applied Optimization) epub download

ISBN13: 978-1441952318

ISBN: 1441952314

Author: Jitka Dupacova,J. Hurt,J. Stepan

Category: Math and Science

Subcategory: Mathematics

Language: English

Publisher: Springer; Softcover reprint of the original 1st ed. 2002 edition (December 7, 2010)

Pages: 386 pages

ePUB size: 1748 kb

FB2 size: 1530 kb

Rating: 4.1

Votes: 940

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