Stochastic calculus for finance

Stochastic calculus for finance

by Capiński, Marek

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Title Statements

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

Edition Statements

  • Publication Date:2012.

Publication Statements

The Physical Object

  • Description:vii, 177 pages ; : 24 cm.

Edition Identifiers

  • ISBN:9781107002647, 1107002648, 9780521175739, 0521175739, 9781139555456, 1139555456
  • oclc:ocn785068086
  • LC Classification:HG106
  • Dewey Decimal:332.01/51922

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 Options (Finance) -- Mathematical models Options (Finances) -- Modèles mathémati… Processus stochastiques Stochastic Processes

Writers

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

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