covanstine
Walter Melon

Discrete-time Asset Pricing Models in Applied Stochastic Finance (repost)

ISBN: 1848211589

Category: Business

Tag: Economics and Finances


Posted on 2014-06-18. By anonymous.

Description


Discrete-time Asset Pricing Models in Applied Stochastic Finance (ISTE) by P. C. G. Vassiliou
English | 2010 | ISBN-10: 1848211589 | 416 pages | PDF | 4 MB

Stochastic finance and financial engineering have been rapidly expanding fields of science over the past four decades, mainly due to the success of sophisticated quantitative methodologies in helping professionals manage financial risks. In recent years, we have witnessed a tremendous acceleration in research efforts aimed at better comprehending, modeling and hedging this kind of risk.

These two volumes aim to provide a foundation course on applied stochastic finance. They are designed for three groups of readers: firstly, students of various backgrounds seeking a core knowledge on the subject of stochastic finance; secondly financial analysts and practitioners in the investment, banking and insurance industries; and finally other professionals who are interested in learning advanced mathematical and stochastic methods, which are basic knowledge in many areas, through finance.

Volume 1 starts with the introduction of the basic financial instruments and the fundamental principles of financial modeling and arbitrage valuation of derivatives. Next, we use the discrete-time binomial model to introduce all relevant concepts. The mathematical simplicity of the binomial model also provides us with the opportunity to introduce and discuss in depth concepts such as conditional expectations and martingales in discrete time. However, we do not expand beyond the needs of the stochastic finance framework. Numerous examples, each highlighted and isolated from the text for easy reference and identification, are included.

The book concludes with the use of the binomial model to introduce interest rate models and the use of the Markov chain model to introduce credit risk. This volume is designed in such a way that, among other uses, makes it useful as an undergraduate course.

>>Visit my blog for more eBooks<< | And also can connect to RSS



Sponsored High Speed Downloads
7795 dl's @ 3271 KB/s
Download Now [Full Version]
8697 dl's @ 2657 KB/s
Download Link 1 - Fast Download
6760 dl's @ 3472 KB/s
Download Mirror - Direct Download



Search More...
Discrete-time Asset Pricing Models in Applied Stochastic Finance (repost)

Search free ebooks in ebookee.com!


Links
Download this book

No active download links here?
Please check the description for download links if any or do a search to find alternative books.


Related Books

  1. Ebooks list page : 27747
  2. 2013-08-10Discrete-time Asset Pricing Models in Applied Stochastic Finance
  3. 2011-11-09Discrete-time Dynamic Models
  4. 2014-03-06Ferguson B.S., Lim G.C., "Discrete Time Dynamic Economic Models: Theory and Empirical Applications" (repost)
  5. 2011-06-19Discrete Time Dynamic Economic Models: Theory and Empirical Applications
  6. 2011-06-16Discrete Time Dynamic Economic Models: Theory and Empirical Applications
  7. 2011-05-12Discrete Time Dynamic Economic Models: Theory and Empirical Applications
  8. 2013-12-28Discrete-Time Linear Systems: Theory and Design with Applications (repost)
  9. 2013-11-19Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment (repost)
  10. 2013-06-01Discrete-Time Linear Systems: Theory and Design with Applications [Repost]
  11. 2011-11-20Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment (Repost)
  12. 2011-10-24Applied Stochastic Processes [Repost]
  13. 2010-10-25Applied Stochastic Processes (repost)
  14. 2013-11-30Asset and Risk Management: Risk Oriented Finance [Repost]
  15. 2013-08-20Stochastic Finance (Repost)
  16. 2013-07-21Applied Quantitative Finance (Repost)
  17. 2009-05-11Applied Quantitative Finance { Repost }
  18. 2017-11-19[PDF] Further Topics on Discrete-Time Markov Control Processes (Stochastic Modelling and Applied Probability)
  19. 2009-10-12Discrete-Time Markov Chains: Two-Time-Scale Methods and Applications (Stochastic Modelling and Applied Probability)
  20. 2009-04-13Asset Pricing in Discrete Time: A Complete Markets Approach (Oxford Finance)

Comments

No comments for "Discrete-time Asset Pricing Models in Applied Stochastic Finance (repost)".


    Add Your Comments
    1. Download links and password may be in the description section, read description carefully!
    2. Do a search to find mirrors if no download links or dead links.

    required

    required, will not be published

    need login

    required

    Not clear? Click here to refresh.

    Back to Top