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Stochastic calculus for finance

Capinski, Marek Et.al

Stochastic calculus for finance - New York Cambridge University Press 2012 - vii,177p.

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

Introduces key results essential for financial practitioners by means of concrete examples and a fully rigorous exposition.

ISBN: 978-0521175739

Subjects--Topical Terms:
Finance--Mathematical models
Stochastic processes
Options (Finance)--Mathematical models
Economics

Dewey Class. No.: 332.0151922 CAP

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