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Title: Stochastic Processes for Finance - eBooks and textbooks from
Authors: Roger, Patrick
Keywords: Processes for finance
Quy trình tài chính
Issue Date: 2010
Citation: 1st edition
Abstract: This book is an extension of “Probability for Finance” to multi-period financial models, either in the discrete or continuous-time framework. It describes the most important stochastic processes used in finance in a pedagogical way, especially Markov chains, Brownian motion and martingales. It also shows how mathematical tools like filtrations, Itô’s lemma or Girsanov theorem should be understood in the framework of financial models. It also provides many illustrations coming from the financial literature.
ISBN: 9788776816667
Appears in Collections:Finance (

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