Title: Continuous Stochastic Calculus with Applications to Finance
First published: October 25, 2000
Description: "This text provides a rigorous development of the theory of stochastic integration as it applies to the valuation of derivative securities. It includes all the tools necessary for readers to understand the construction of the stochastic integral with respect to a general continuous semimartingale."--BOOK JACKET.
Subjects: Mathematical models, Stochastic analysis, Finance, Finance, mathematical models, Finances, Modèles mathématiques, Analyse stochastique, BUSINESS & ECONOMICS, Finanzmathematik, Stochastik, Wahrscheinlichkeitsrechnung, Stochastische analyse, Financiering, Wiskundige modellen, Martingalen, Stochastische integratie
LC classification: HG173 .M49 2001