Stochastic calculus for finance /
Introduces key results essential for financial practitioners by means of concrete examples and a fully rigorous exposition.
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| Main Author: | |
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| Other Authors: | , |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge :
Cambridge University Press,
2012.
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| Series: | Mastering mathematical finance.
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| Subjects: | |
| Online Access: | CONNECT |
Table of Contents:
- Discrete-time processes
- Wiener process
- Stochastic integrals
- Itô formula
- Stochastic differential equations.
