Stochastic Calculus for Finance 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Marek Capiński 作者

Cambridge University Press

译者

2012-10-8 出版日期

186 页数

USD 45.99 价格

Paperback

丛书系列

9780521175739 图书编码

Stochastic Calculus for Finance 在线电子书图书标签: 金融工程

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发表于2024-11-23

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Stochastic Calculus for Finance 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Stochastic Calculus for Finance 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Stochastic Calculus for Finance 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

Stochastic Calculus for Finance 在线电子书图书描述

This book focuses specifically on the key results in stochastic processes that have become essential for finance practitioners to understand. The authors study the Wiener process and Ito integrals in some detail, with a focus on results needed for the Black-Scholes option pricing model. After developing the required martingale properties of this process, the construction of the integral and the Ito formula (proved in detail) become the centrepiece, both for theory and applications, and to provide concrete examples of stochastic differential equations used in finance. Finally, proofs of the existence, uniqueness and the Markov property of solutions of (general) stochastic equations complete the book. Using careful exposition and detailed proofs, this book is a far more accessible introduction to Ito calculus than most texts. Students, practitioners and researchers will benefit from its rigorous, but unfussy, approach to technical issues. Solutions to the exercises are available online.

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