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http://hdl.handle.net/11320/3621Pełny rekord metadanych
| Pole DC | Wartość | Język |
|---|---|---|
| dc.contributor.author | Jaeger, Peter | - |
| dc.date.accessioned | 2015-12-06T19:05:18Z | - |
| dc.date.available | 2015-12-06T19:05:18Z | - |
| dc.date.issued | 2012 | - |
| dc.identifier.citation | Formalized Mathematics, Volume 20, Issue 1, 2012, Pages 1-5 | - |
| dc.identifier.issn | 1426-2630 | - |
| dc.identifier.issn | 1898-9934 | - |
| dc.identifier.uri | http://hdl.handle.net/11320/3621 | - |
| dc.description.abstract | This article gives an elementary introduction to stochastic finance (in discrete time). A formalization of random variables is given and some elements of Borel sets are considered. Furthermore, special functions (for buying a present portfolio and the value of a portfolio in the future) and some statements about the relation between these functions are introduced. For details see: [8] (p. 185), [7] (pp. 12, 20), [6] (pp. 3-6). | - |
| dc.language.iso | en | - |
| dc.publisher | De Gruyter Open | - |
| dc.title | Elementary Introduction to Stochastic Finance in Discrete Time | - |
| dc.type | Article | - |
| dc.identifier.doi | 10.2478/v10037-012-0001-5 | - |
| dc.description.Affiliation | Ludwig Maximilians University of Munich, Germany | - |
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| Występuje w kolekcji(ach): | Formalized Mathematics, 2012, Volume 20, Issue 1 | |
Pliki w tej pozycji:
| Plik | Opis | Rozmiar | Format | |
|---|---|---|---|---|
| v10037-012-0001-5.pdf | 275,16 kB | Adobe PDF | Otwórz |
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