Stochastic Calculus and Financial Applications

Autori

• J. Michael Steele

Parametri

• Economia
• Economia e affari
• Finanza
• Matematica
• Saggistica

Maggiori informazioni sul libro

This book targets students aiming to build professional skills in stochastic calculus for finance. It assumes a basic background in probability and statistics, progressing quickly through topics like random walks, martingales, and continuous-time stochastic processes, particularly Brownian motion and the Ito integral.

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Lingua: Inglese

Pubblicato: 2010