|
|
 |
| Результат поиска |
Поиск книг, содержащих: Ito's lemma
| Книга | Страницы для поиска | | Hull J. — Options, Futures, and Other Derivative Securities | 208 | | Wilmott P., Bowison S., DeWynne J. — Option Pricing: Mathematical Models and Computation | 26, 42, 157, 237, 256, 376 | | Intriligator M.D., Arrow K.J. — Handbook of Mathematical Economics (vol. 4) | 1643—1644, 1650, 1658, 1661 | | Hull J.C. — Options, futures and other derivatives | 216, 226—227, 487, 708 | | Rebonato R. — Interest-rate option models : understanding, analysing and using models for exotic interest-rate options | 110, 184, 208, 240, 247, 260, 481-5 | | Wilmott P., Howison S., Dewynne J. — The Mathematics of Financial Derivatives : A Student Introduction | 25, 42, 214, 271, 290 | | Kuo H.-H. — Gaussian Measures in Banach Spaces | 197, 198, 200 | | Dash J. — Quantitative Finance and Risk Management: A Physicist's Approach | 545 | | Mantegna R.N., Stanley H.E. — An introduction to econophysics: correlations and complexity in finance | 118—119 |
|
|
|
|
О проекте