Stochastic calculus for finance / Marek Capiński, Ekkehard Kopp, Janusz Traple.
Material type:![Text](/opac-tmpl/lib/famfamfam/BK.png)
- text
- computer
- online resource
- 9781139551748
- 1139551744
- 9781139017367
- 1139017365
- 9781139549240
- 1139549243
- 1283610809
- 9781283610803
- 9786613923257
- 6613923257
- Finance -- Mathematical models
- Stochastic processes
- Options (Finance) -- Mathematical models
- Finances -- Modèles mathématiques
- Processus stochastiques
- Options (Finances) -- Modèles mathématiques
- BUSINESS & ECONOMICS -- Finance
- Finance -- Mathematical models
- Options (Finance) -- Mathematical models
- Stochastic processes
- 332.0151922
- HG106 .C364 2012
Item type | Home library | Collection | Call number | Materials specified | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|---|
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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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