Stochastic calculus for finance

by Capiński, Marek

Type Book
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Introduces key results essential for financial practitioners by means of concrete examples and a fully rigorous exposition.

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Title Statements

  • Full title :Stochastic calculus for finance / Marek Capiński, Ekkehard Kopp, Janusz Traple.

Summary

Introduces key results essential for financial practitioners by means of concrete examples and a fully rigorous exposition.

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Edition Statements

  • Publication Date:2012.

Publication Statements

Notes

Titre de l'écran-titre (visionné le 20 aout 2013).

TRAITEMENT SOMMAIRE.

The Physical Object

  • Description:1 online resource.

Edition Identifiers

  • oclc:ocn863686181
  • LC Classification:HG106
  • Dewey Decimal:332.0151922

Table of Contents

Discrete-time processes -- Wiener process -- Stochastic integrals -- Itô formula -- Stochastic differential equations.

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Subjects

Finance -- mathematical models Finances -- Modèles mathématiques Livres électroniques Options (Finance) -- Mathematical models Options (Finances) -- Modèles mathémati… Processus stochastiques Stochastic Processes

Writers

Capiński, Marek Kopp, P. E. Traple, Janusz

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