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Stochastic Modeling in Economics and Finance
Dupacova, Jitka; Hurt, Jan; Stepan, Josef
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Description for Stochastic Modeling in Economics and Finance
Paperback. Series: Applied Optimization. Num Pages: 400 pages, biography. BIC Classification: KFC; KFFK; KJT; PBT; PBU. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 20. Weight in Grams: 617.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
2010
Publisher
Springer-Verlag New York Inc. United States
Number of pages
400
Condition
New
Series
Applied Optimization
Number of Pages
386
Place of Publication
New York, NY, United States
ISBN
9781441952318
SKU
V9781441952318
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Stochastic Modeling in Economics and Finance
From the reviews: "The monograph presents a complete overview on stochastic modeling in finance and economics. … the mathematical approach is accessible to a wide audience. … A comprehensive bibliography and index complete the book. The volume can be used in introductory graduate courses, and as a reference text for researchers in probability, statistics and ... Read more