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Mathematics of financial instruments: models and methods

Monograph

Gisin V.B, Putko B.A.
Economy
Economy - General
RUSSIA , Moscow
Publisher
Prometei
Published in
M.
Year
2021
Pages
190
Cover
Hardcover
Weight
0.280 kg
Учетный номер
M34244
ISBN
978-5-00172-094-2
$23.00
Shipping:
$15.00
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В монографии дается анализ основных моделей и мето- дов, применяемых для расчетов, связанных с акциями и про- изводными инструментами фондовых рынков. Изложение концепций современной финансовой математики построено так, чтобы оно было доступно выпускнику экономического вуза. Хотя чтение книги потребует от него определенных усилий. Специалист, получивший математическое образование, прочитав книгу, познакомится с важными и интересными аспектами применения статистки и теории случайных процессов. Изложение достаточно компактно, но при этом дает читателю представление о современном состоянии области знаний, возникшей на стыке математики и теории финансов.
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