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Sprache:
Englisch
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Beschreibung
This book seeks to replace existing books with a more rigorous stand-alone text that covers fewer examples but with more proofs, and also provides example computer programs, mainly in Octave/MATLAB but also as spreadsheets and Macsyma scripts, with which students may experiment on real data.
This book seeks to replace existing books with a more rigorous stand-alone text that covers fewer examples but with more proofs, and also provides example computer programs, mainly in Octave/MATLAB but also as spreadsheets and Macsyma scripts, with which students may experiment on real data.
Über den Autor
Mladen Victor Wickerhauser is professor of mathematics and statistics at Washington University, St. Louis. He holds a PhD from Yale University. ¿Professor Wickerhauser's research interests include harmonic analysis, wavelets, and numerical algorithms for data compression. He has six US patents and 118 publications, one of which led to an algorithm used by the FBI to encode fingerprint images.
Inhaltsverzeichnis
Preface 1. Basics 2. Continuous Models 3. Discrete Models 4. Exotic Models 5. Forwards and Futures 6. Dividends and Interest 7. Implied Volatility 8. Fundamental Theorems Project Suggestions Answers and Index
Details
Erscheinungsjahr: | 2022 |
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Fachbereich: | Wahrscheinlichkeitstheorie |
Genre: | Importe, Mathematik |
Rubrik: | Naturwissenschaften & Technik |
Medium: | Buch |
Inhalt: | Einband - fest (Hardcover) |
ISBN-13: | 9781032359854 |
ISBN-10: | 1032359854 |
Sprache: | Englisch |
Einband: | Gebunden |
Autor: | Wickerhauser, Mladen Victor |
Hersteller: | Chapman and Hall/CRC |
Verantwortliche Person für die EU: | Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de |
Maße: | 240 x 161 x 21 mm |
Von/Mit: | Mladen Victor Wickerhauser |
Erscheinungsdatum: | 09.11.2022 |
Gewicht: | 0,625 kg |