Stochastic calculus for finance

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Material type: Text

TextPublication details: Cambridge University Press New York 2012Description: vii,177pISBN:

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Contents:

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

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

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Books	H.T. Parekh Library	GSB Collection	332.0151922 CAP (Browse shelf(Opens below))	In transit from H.T. Parekh Library to H.T. Parekh Library since 17/07/2023		B23

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.

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