Une pure merveille !
Un roman d'une grande beauté, drôle, fin, extrêmement lumineux sur des sujets difficiles : la perte de
l'être aimé, la dureté de la vie et la tristesse qu'on barricade parfois... Elise franco-japonaise,
orpheline de sa maman veut poser LA question à son père et elle en trouvera le courage au fil des pages,
grâce au retour de sa grand-mère du japon, de sa rencontre avec son extravagante amie Stella..
Ensemble il ne diront plus Sayonara mais Mata Ne !
This text covers the typical problems of continuous-time financial mathematics such as option pricing (in particular the Black-Scholes formula and corresponding...
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En librairie
Résumé
This text covers the typical problems of continuous-time financial mathematics such as option pricing (in particular the Black-Scholes formula and corresponding variants) and portfolio optimization (determination of optimal investment strategies). Further, a separate chapter deals with exotic options and numerical methods. The required mathematical tools which include Brownian motion, Itô calculus, and stochastic control theory will be presented in self-contained excursions. The book is suitable as the basis of a course on financial mathematics building up on a basic course in probability.
Sommaire
The Mean-Variance Approach in a One-Period Model
The Continuous-Time Market Model
Option Pricing
Pricing of Exotic Options and Numerical Algorithms