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

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Material type: Text

TextSeries: Mastering mathematical financePublication details: Cambridge : Cambridge University Press, 2012.Description: 1 online resource : illustrationsContent type:

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Additional physical formats: Print version:: Stochastic calculus for finance.DDC classification:

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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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Item type	Home library	Collection	Call number	Materials specified	Status	Date due	Barcode
Electronic-Books	OPJGU Sonepat- Campus	E-Books EBSCO			Available

Print version record.

Includes bibliographical references and index.

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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