Stochastic Calculus and Financial Applications /
Contenido: Camino aleatorio e introducción al análisis; Introducción a las martingalas; Movimiento Browniano; Martingalas: grados superiores; Riqueza de rutas; Integración de Itô; Localización e integral de Itô; Fórmula de Itô; Ecuaciones diferenciales estocásticas; Arbitraje de SDEs; Ecuación de di...
Kaydedildi:
| Yazar: | |
|---|---|
| Materyal Türü: | Kitap |
| Dil: | İngilizce |
| Baskı/Yayın Bilgisi: |
Nueva York, EUA :
Springer,
2001, c2001
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| Seri Bilgileri: | (Applications of Mathematics ;
45) (Stochastic Modelling and Applied Probability) |
| Konular: | |
| Etiketler: |
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Benzer Materyaller: Stochastic Calculus and Financial Applications /
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