Capinski, Marek  Et.al <br/><br/>
Stochastic calculus for finance 

 - New York  Cambridge University Press  2012 
 - vii,177p. 
<br/><br/>	Discrete-time processes --<br/>Wiener process --<br/>Stochastic integrals --<br/>Itô formula --<br/>Stochastic differential equations. 
<br/><br/> Introduces key results essential for financial practitioners by means of concrete examples and a fully rigorous exposition. 
<br/><br/><label>ISBN: </label>978-0521175739 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Finance--Mathematical models<br/>Stochastic processes<br/>Options (Finance)--Mathematical models<br/>Economics
<br/><br/><label>Dewey Class. No.: </label>332.0151922 CAP