Please use this identifier to cite or link to this item:
https://thuvienso.bvu.edu.vn/handle/TVDHBRVT/15358
Title: | Stochastic Processes for Finance - eBooks and textbooks from bookboon.com |
Authors: | Roger, Patrick |
Keywords: | Processes for finance Quy trình tài chính |
Issue Date: | 2010 |
Publisher: | bookboon.com |
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. |
URI: | http://thuvienso.bvu.edu.vn/handle/TVDHBRVT/15358 |
ISBN: | 9788776816667 |
Appears in Collections: | Finance (bookboon.com) |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
Stochastic-Processes-for-Finance.pdf | 4,75 MB | Adobe PDF | Sign in to read |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.