Optional Processes: Theory and Applications (Chapman and Hall/CRC Financial Mathematics Series) - Hardcover

Melnikov, Alexander; Abdelghani, Mohamed

Hardcover

ISBN 10: 1138337269 ISBN 13: 9781138337268

Verlag: Chapman and Hall/CRC, 2020

Inhaltsangabe

This book aims to provide an accessible, comprehensive and up-to-date exposition of optional processes and their numerous properties.

Über diesen Titel

Über die Autorin bzw. den Autor

Mohamed Abdelghani completed his PhD in Mathematical Finance from the University of Alberta. He is currently working as a V.P. in quantitative finance and machine learning at Morgan Stanley, New York, USA.

Alexander Melnikov is a Professor in Mathematical Finance at the University of Alberta, Edmonton, Canada. His research interests belong to the area of contemporary stochastic analysis and its numerous applications in Mathematical Finance, Statistics and Actuarial Science. He has written six books as well as over one hundred research papers in leading academic journals.

Details zur Ausgabe

• Verlag: Chapman and Hall/CRC
• Erscheinungsdatum: 2020
• Sprache: Englisch
• ISBN 10: 1138337269
• ISBN 13: 9781138337268
• Einband: Tapa dura
• Auflage: 1
• Anzahl der Seiten: 394
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Nicht verfügbar