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Stochastic calculus for finance

By: Contributor(s): Material type: TextTextPublication details: Cambridge University Press New York 2012Description: vii,177pISBN:
  • 978-0521175739
Subject(s): DDC classification:
  • 332.0151922 CAP
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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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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