Stochastic calculus for finance
Finance Options (Finance) Stochastic processes e-böcker
Cambridge University Press
2012
EISBN 9781139017367
Discrete-time processes.
Wiener process.
Stochastic integrals.
ItoÌ formula.
Stochastic differential equations.
Introduces key results essential for financial practitioners by means of concrete examples and a fully rigorous exposition.
Wiener process.
Stochastic integrals.
ItoÌ formula.
Stochastic differential equations.
Introduces key results essential for financial practitioners by means of concrete examples and a fully rigorous exposition.
