Stochastic calculus for finance [electronic resource] / Marek Capi(acute)nski, Ekkehard Kopp, Janusz Traple.

By: Contributor(s): Series: Mastering mathematical finance2012Description: 1 online resource (1 v.) : illSubject(s): Genre/Form: Additional physical formats: Print version:: Stochastic calculus for finance.Online resources:
Contents:
Discrete-time processes -- Wiener process -- Stochastic integrals -- It(circ)o formula -- Stochastic differential equations.
Item type: eBooks
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Description based on print version record.

Includes bibliographical references and index.

Discrete-time processes -- Wiener process -- Stochastic integrals -- It(circ)o formula -- Stochastic differential equations.

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