Stochastic Processes for Finance
Publisher: Bookboon.com
Published: 2013
ISBN-13: 9788776816667
Table of contents: title: Sisältö; title: Discrete-time stochastic processes; title: Introduction; title: The general framework; title: Information revelation over time; title: Markov chains; title: Martingales; title: Continuous-time stochastic processes; title: Introduction; title: General framework; title: The Brownian motion; title: Stochastic integral and Itô’s lemma; title: Introduction; title: The stochastic integral; title: Itô’s lemma; title: The Girsanov theorem; title: Stochastic differential equations; title: Bibliography; title: Index