Items related to Stochastic Calculus and Financial Applications

Stochastic Calculus and Financial Applications - Softcover

Steele, J. Michael

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9781468493061: Stochastic Calculus and Financial Applications
Softcover
ISBN 10: 146849306X ISBN 13: 9781468493061
Publisher: Springer, 2012

This specific ISBN edition is currently not available.

Synopsis

Random Walk and First Step Analysis * First Martingale Steps * Brownian Motion * Martingale--Next Steps * Richness of Paths * Itô Integration * Localization and Itô's Integral * Itô's Formula * Stochastic Differential Equations * Arbitrage and SDE's * The Diffusion Equation * Representation Theorems * Girsanov Theory * Arbitrage and Martingales * The Feynman-Kac Connection

"synopsis" may belong to another edition of this title.

Publisher
Springer
Publication date
2012
Language
English
ISBN 10 
146849306X
ISBN 13 
9781468493061
Binding
Paperback
Number of pages
312
Rating
  • 4.50 out of 5 stars
    26 ratings by Goodreads

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Other Popular Editions of the Same Title

9781441928627: Stochastic Calculus and Financial Applications (Stochastic Modelling and Applied Probability)

Featured Edition

ISBN 10:  1441928626 ISBN 13:  9781441928627
Publisher: Springer, 2010
Softcover