Cargando…

Financial markets in continuous time

Detalles Bibliográficos
Autores principales:	Dana, Rose-Anne, Jeanblanc, Monique
Lenguaje:	eng
Publicado:	Springer 2007
Materias:	Mathematical Physics and Mathematics
Acceso en línea:	https://dx.doi.org/10.1007/978-3-540-71150-6 http://cds.cern.ch/record/1617632

Ejemplares similares

Mathematical methods for financial markets
por: Jeanblanc, Monique, et al.
Publicado: (2009)

Mathematics of financial markets
por: Elliott, Robert J, et al.
Publicado: (2005)

Mathematics of financial markets
por: Elliott, Robert J, et al.
Publicado: (1999)

Statistics of financial markets: an introduction
por: Franke, Jürgen, et al.
Publicado: (2019)

Statistics of financial markets: an introduction
por: Franke, Jürgen, et al.
Publicado: (2015)

Indexation and causation of financial markets
por: Tanokura, Yoko, et al.
Publicado: (2015)

The statistical mechanics of financial markets
por: Voit, Johannes
Publicado: (2003)

Statistics of financial markets: an introduction
por: Franke, Jürgen, et al.
Publicado: (2008)

Weak convergence of financial markets
por: Prigent, Jean-Luc
Publicado: (2003)

The Statistical Mechanics of Financial Markets
por: Voit, Johannes, et al.
Publicado: (2005)

Statistics of Financial Markets: An Introduction
por: Franke, Jürgen, et al.
Publicado: (2011)

Statistics of financial markets: an introduction
por: Franke, Jürgen, et al.
Publicado: (2004)

Continuous-time stochastic control and optimization with financial applications
por: Pham, Huyên
Publicado: (2009)

Statistics of financial markets: exercises and solutions
por: Borak, Szymon, et al.
Publicado: (2013)

Statistics of Financial Markets: Exercises and Solutions
por: Borak, Szymon, et al.
Publicado: (2010)

Introduction to quantitative methods for financial markets
por: Albrecher, Hansjoerg, et al.
Publicado: (2013)

Statistical models and methods for financial markets
por: Lai, Tze Leung, et al.
Publicado: (2008)

Enlargement of filtration with finance in view
por: Aksamit, Anna, et al.
Publicado: (2017)

Financial markets theory: equilibrium, efficiency and information
por: Barucci, Emilio, et al.
Publicado: (2017)

Financial markets theory: equilibrium, efficiency and information
por: Barucci, Emilio
Publicado: (2003)

2nd International Congress on Actuarial Science and Quantitative Finance
por: Londoño, Jaime, et al.
Publicado: (2017)

A game theory analysis of options: corporate finance and financial intermediation in continuous time
por: Ziegler, Alexandre
Publicado: (2004)

Path integrals in quantum mechanics, statistics, polymer physics, and financial markets
por: Kleinert, Hagen
Publicado: (2004)

Path integrals in quantum mechanics, statistics, polymer physics, and financial markets
por: Kleinert, Hagen
Publicado: (2009)

Path integrals in quantum mechanics, statistics, polymer physics and financial Markets
por: Kleinert, Hagen
Publicado: (2006)

Learning agents in Black–Scholes financial markets
por: Vaidya, Tushar, et al.
Publicado: (2020)

Financial data resampling for machine learning based trading: application to cryptocurrency markets
por: Borges, Tomé Almeida, et al.
Publicado: (2021)

Handbook of financial time series
por: Mikosch, Thomas, et al.
Publicado: (2009)

Identifying patterns in financial markets: new approach combining rules between pips and sax
por: Leitão, João, et al.
Publicado: (2017)

Essentials of time series for financial applications
por: Guidolin, Massimo, et al.
Publicado: (2018)

Modeling financial time series with S-plus
por: Zivot, Eric, et al.
Publicado: (2003)

Modeling financial time series with S-PLUS
por: Zivot, Eric, et al.
Publicado: (2006)

Statistical inference in multifractal random walk models for financial time series
por: Sattarhoff, Cristina
Publicado: (2012)

Paris-Princeton lectures on mathematical finance 2010
por: Cousin, Areski, et al.
Publicado: (2011)

Continuous time Markov processes: an introduction
por: Liggett, Thomas M
Publicado: (2010)

Stochastic control in discrete and continuous time
por: Seierstad, Atle
Publicado: (2009)

Contract Theory in Continuous-Time Models
por: Cvitanić, Jakša, et al.
Publicado: (2013)

Financial mathematics
por: Jothi, A Lenin
Publicado: (2009)

Continuous time modeling in the behavioral and related sciences
por: Montfort, Kees, et al.
Publicado: (2018)

Continuous-Time Markov Jump Linear Systems
por: Costa, Oswaldo L V, et al.
Publicado: (2013)

Cannot write session to /tmp/vufind_sessions/sess_g6u1qdaajju5a4j7mq1k7sj3o1