Title Stochastic calculus for finance / Marek Capiński, Ekkehard Kopp, Janusz Traple

Published Cambridge : Cambridge University Press, 2012

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Description 1 online resource : illustrations Series Mastering mathematical finance Mastering mathematical finance. 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 Bibliography Includes bibliographical references and index Notes Print version record Subject Finance -- Mathematical models. Stochastic processes. Options (Finance) -- Mathematical models BUSINESS & ECONOMICS -- Finance. Procesos estocásticos Finanzas -- Modelos matemáticos Finance -- Mathematical models Options (Finance) -- Mathematical models Stochastic processes Form Electronic book Author Kopp, P. E., 1944- Traple, Janusz. ISBN 9781139551748 1139551744 9781139017367 1139017365 9781139549240 1139549243 1283610809 9781283610803 9786613923257 6613923257

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