| 000 | 00738nam a2200169Ia 4500 | ||
|---|---|---|---|
| 020 | _a978-0521175739 | ||
| 082 | _a332.0151922 CAP | ||
| 100 | _aCapinski, Marek Et.al | ||
| 245 | _aStochastic calculus for finance | ||
| 260 |
_bCambridge University Press _aNew York _c2012 |
||
| 300 | _avii,177p. | ||
| 505 | _a Discrete-time processes -- Wiener process -- Stochastic integrals -- Itô formula -- Stochastic differential equations. | ||
| 520 | _aIntroduces key results essential for financial practitioners by means of concrete examples and a fully rigorous exposition. | ||
| 650 |
_aFinance--Mathematical models _aStochastic processes _aOptions (Finance)--Mathematical models _aEconomics |
||
| 700 | _aKopp,E;Traple,J | ||
| 942 | _cBK | ||
| 999 |
_c100488 _d100488 |
||