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Stochastic calculus and financial applications /

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"The course begins with simple random walk and the analysis of gambling games. This material is used to motivate the theory of martingales, and after reaching a decent level of confidence with discrete processes, the course takes up the more demanding development of continuous-time stochastic p...

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Bibliographic Details
Main Author: Steele, J. Michael (Author)
Format: Book
Language:English
Published: New York : Springer, [2001]
Series:Applications of mathematics ; 45.
Subjects:
Stochastic analysis.
Business mathematics.
Analyse stochastique.
Mathématiques financières.
Business mathematics
Stochastic analysis
Finanzmathematik
Stochastische Analysis
Stochastische Optimierung
Wirtschaftsmathematik
Stochastische analyse.
Martingalen.
Financieel management.
Portfolio-analyse.
Análise estocastica.
Processos estocasticos.
Online Access:Table of contents
Table of contents
Table of contents
Table of contents
Kostenfrei
Full text available from Springer Nature Book Archives Millennium (2000-2004)
Publisher description
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Cover

Internet

Table of contents
Table of contents
Table of contents
Table of contents
Kostenfrei
Full text available from Springer Nature Book Archives Millennium (2000-2004)
Publisher description
Cover
Cover

Galveston Stacks

Holdings details from Galveston Stacks
Call Number: QA274.2 .S74 2001
 
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QA274.2 .S74 2001 Available