Deterministic and Stochastic Topics in Computational Finance

CALIN, OVIDIU

ISBN 10: 9813203080 / ISBN 13: 9789813203082

Published by World Scientific, 2017

About this Item

Like New. Unused. Very good condition paperback with minimal wear. Contents are clean and bright throughout with no markings.

Seller Inventory # 9999-9990133010

Bibliographic Details

• Title: Deterministic and Stochastic Topics in Computational Finance
• Publisher: World Scientific
• Publication Date: 2017
• Language: English
• ISBN 10: 9813203080
• ISBN 13: 9789813203082
• Binding: Soft cover
• Condition: As New

About this title

Synopsis

Calin explores mathematical models of financial markets, noting that this approach is customarily called computational finance both to emphasize the theoretically computational aspect and to distinguish it from empirical finance, which uses much less sophisticated mathematical models to perform its analysis. Deterministic models are just an approximation of stochastic models, he says, and are applicable when special conditions are present, such as just for the short run, or when noise is ignored. Annotation ©2017 Ringgold, Inc., Portland, OR (protoview.com)