Stochastic calculus for finance - Capi(acute)nski, Marek, 1951-; Kopp, P. E., 1944-; Traple, Janusz; Safari eBooks (New York : Cambridge University Press, 2012)
Discrete-time processes -- Wiener process -- Stochastic integrals -- It(circ)o formula -- Stochastic differential equations.
Description based on print version record.
Includes bibliographical references and index.
Keywords: Finance -- Mathematical models; Stochastic processes; Options (Finance) -- Mathematical models; Electronic books