Stochastic Processes for Finance by Patrick Roger
Publisher: BookBoon 2010
ISBN-13: 9788776816667
Number of pages: 104
Topics: Discrete-time stochastic processes (Markov chains , Martingales); Continuous-time stochastic processes (General framework, Brownian motion); Stochastic integral and Ito's lemma (Girsanov theorem, Stochastic differential equations).
Business & Investing Finance