Автор:Marcus Overhaus, Andrew Ferraris, Thomas Knudsen, Ross Milward, Laurent Nguyen-Ngoc, Gero Schindlmayr Год: [не указано] Издание: [не указанo] Страниц: [не указано] ISBN: 0471436461 "This book provides a nice blend of concise exposition of the theory of stochastic processes, and in particular Levy processes, financial modeling with such processes, as well as numerical implementations, together with fundamentals of options pricing. Important examples and references are spread adequately throughout the book." ?Professor M. Yor, Universite Pierre et Marie Curie "Equity Derivatives: Theory and Applications gives a comprehensive, yet succinct, overview of the emerging technologies and architectures in computing today, and describes how those technologies and architectures can be applied to equity derivatives. This book bridges the gap between the pure theory of derivatives and the application of that theory through the use of new computing technologies, such as XML, Web services, and Microsoft?s .NET framework. This was a most informative read, both from a technological and theoretical perspective." ?Gregor Noriskin,...
