Stochastic Calculus and Financial Applications - Softcover
Buch 26 von 30: Stochastic Modelling and Applied Probability
Inhaltsangabe
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
Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.
