Stochastic Processes with Applications to Finance
Publisher: Chapman & Hall/CRC
Published: July 29, 2002
Language: eng
Format: Hardcover
Number of pages: 288
ISBN-13: 9781584882244
Subjects: Stochastics; Financial Economics (General); Economic Statistics; Business & Economics; Mathematics; Stochastic processes; Science/Mathematics; Applied; Finance; Probability & Statistics - General; Mathematics / General; Business mathematics; Economics - General
First sentence: Undoubtedly, one of the most useful formulae in financial engineering is Ito's formula.