Stochastic calculus for finance

Stochastic calculus for finance

by Capiński, Marek

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

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Title Statements

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

Summary

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

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Edition Statements

  • Publication Date:2012.

Publication Statements

The Physical Object

  • Description:Online-Ressource (1 v. p.)

Edition Identifiers

  • ISBN:9781107002647, 1107002648
  • oclc:on1047805597
  • Dewey Decimal:332.0151922

Subjects

finance Finance -- mathematical models Finances Options (Finance) Options (Finance) -- Mathematical models Options (Finances) Processus stochastiques Stochastic Processes

Writers

Capiński, Marek Kopp, Peter E. Traple, Janusz

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