Stochastic calculus for finance
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Introduces key results essential for financial practitioners by means of concrete examples and a fully rigorous exposition.
Read More ↓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.
Read More ↓Edition Statements
- Publication Date:2012.
Publication Statements
- Publisher(s):Cambridge University Press
- Place of Publication:Cambridge
- Language:eng
- Publication Date:2012.
The Physical Object
- Description:1 online resource : : illustrations
Edition Identifiers
- ISBN:9781139551748, 1139551744, 9781139017367, 1139017365, 9781139549240, 1139549243, 1283610809, 9781283610803, 9786613923257, 6613923257
- oclc:ocn825071206
- 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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