Stochastic Calculus for Finance /

This book focuses specifically on the key results in stochastic processes that have become essential for finance practitioners to understand. The authors study the Wiener process and It©þ integrals in some detail, with a focus on results needed for the Blacḱ́"-́"-¿ <U+001c>Sc...

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Bibliographic Details
Main Authors: Capi¿ski, Marek, (Author), Kopp, Ekkehard, (Author), Traple, Janusz, (Author)
Format: eBook
Language:English
Published: Cambridge : Cambridge University Press, 2012.
Series:Mastering Mathematical Finance.
Subjects:
Online Access:View fulltext via EzAccess