Stochastic Methods in Economics and Finance

政治经济学

原   价:
877.33
售   价:
658.00
优惠
平台大促 低至8折优惠
发货周期:预计4-6周发货
作      者
出版时间
1988年02月01日
装      帧
精装
ISBN
9780444862013
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页      码
303
开      本
语      种
英文
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图书简介
Theory and application of a variety of mathematical techniques in economics are presented in this volume. Topics discussed include: martingale methods, stochastic processes, optimal stopping, the modeling of uncertainty using a Wiener process, Ito’s Lemma as a tool of stochastic calculus, and basic facts about stochastic differential equations. The notion of stochastic ability and the methods of stochastic control are discussed, and their use in economic theory and finance is illustrated with numerous applications.
The applica
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