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Stochastic Calculus for Finance

Marek Capiński, Ekkehard Kopp, and Janusz Traple
Publisher: 
Cambridge University Press
Publication Date: 
2012
Number of Pages: 
177
Format: 
Paperback
Series: 
Mastering Mathematical Finance
Price: 
39.99
ISBN: 
9780521175739
Category: 
Textbook
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Preface
1. Discrete time processes
2. Wiener process
3. Stochastic integrals
4. Itô formula
5. Stochastic differential equations
Index.