tailieunhanh - Stochastic Processes for Finance

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 | Stochastic Processes for Finance Patrick Roger Download free books at Stochastic Processes for Finance Patrick Roger Strasbourg University EM Strasbourg Business School June 2010 Download free ebooks at 2 Stochastic Processes for Finance 2010 Patrick Roger Ventus Publishing ApS ISBN 978-87-7681-666-7 Download free ebooks at

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