Mathematical Finance: Deterministic and Stochastic Models by Janssen, Jacques

Mathematical Finance: Deterministic and Stochastic Models (Hardcover) (ISBN-13: 9781848210813)

Vendor: Jacques Janssen
Product type: Books
Format: Hardcover
$334.95
$334.95
$334.95
Subtotal: $334.95
Mathematical Finance: Deterministic and Stochastic Models by Janssen, Jacques

Mathematical Finance: Deterministic and Stochastic Models

$334.95
Mathematical Finance: Deterministic and Stochastic Models by Janssen, Jacques

Mathematical Finance: Deterministic and Stochastic Models

$334.95
Format: Hardcover
Description
Description
x
This book provides a detailed study of Financial Mathematics. In addition to the extraordinary depth the book provides, it offers a study of the axiomatic approach that is ideally suited for analyzing financial problems. This book is addressed to MBA's, Financial Engineers, Applied Mathematicians, Banks, Insurance Companies, and Students of Business School, of Economics, of Applied Mathematics, of Financial Engineering, Banks, and more.

Author: Jacques Janssen, Raimondo Manca, Ernesto Volpe
ISBN-10: 1848210817
ISBN-13: 9781848210813
Publisher: Wiley-Iste
Language: English
Published: 03/03/2009
Pages: 720
Format: Hardcover
Weight: 3.04lbs
Size: 9.20h x 6.20w x 2.00d

Review Citation(s):
Reference and Research Bk News 08/01/2009 pg. 124
By Jacques Janssen
By Jacques Janssen
x

Jacques Janssen is Honorary Professor at the Solvay Business School in Brussels, Belgium. He has previously taught at EURIA and been a director of Jacan Insurance and Finance Services, a consultancy and training company.

Raimondo Manca is professor of mathematical methods applied to economics, finance and actuarial science at University of Rome "La Sapienza" in Italy. He is associate editor for the journal Methodology and Computing in Applied Probability. His main research interests are multidimensional linear algebra, computational probability, application of stochastic processes to economics, finance and insurance and simulation models.

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