Stochastic calculus for finance /:
Introduces key results essential for financial practitioners by means of concrete examples and a fully rigorous exposition.
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Weitere Verfasser: | , |
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge :
Cambridge University Press,
2012.
|
| Schriftenreihe: | Mastering mathematical finance.
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | Introduces key results essential for financial practitioners by means of concrete examples and a fully rigorous exposition. |
| Beschreibung: | 1 online resource : illustrations |
| Bibliographie: | Includes bibliographical references and index. |
| ISBN: | 9781139551748 1139551744 9781139017367 1139017365 9781139549240 1139549243 1283610809 9781283610803 9786613923257 6613923257 |
Internformat
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| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a Discrete-time processes -- Wiener process -- Stochastic integrals -- Itô formula -- Stochastic differential equations. | |
| 520 | |a Introduces key results essential for financial practitioners by means of concrete examples and a fully rigorous exposition. | ||
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| 650 | 7 | |a Finanzas |x Modelos matemáticos |2 embne | |
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| 650 | 7 | |a Stochastic processes |2 fast | |
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| author | Capiński, Marek, 1951- |
| author2 | Kopp, P. E., 1944- Traple, Janusz |
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| contents | Discrete-time processes -- Wiener process -- Stochastic integrals -- Itô formula -- Stochastic differential equations. |
| ctrlnum | (OCoLC)825071206 |
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| discipline | Wirtschaftswissenschaften |
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| publishDate | 2012 |
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| series | Mastering mathematical finance. |
| series2 | Mastering mathematical finance |
| spelling | Capiński, Marek, 1951- https://id.oclc.org/worldcat/entity/E39PCjKjPDTpGTp6kgCGBXG6YX http://id.loc.gov/authorities/names/n94114984 Stochastic calculus for finance / Marek Capiński, Ekkehard Kopp, Janusz Traple. Cambridge : Cambridge University Press, 2012. 1 online resource : illustrations text txt rdacontent computer c rdamedia online resource cr rdacarrier Mastering mathematical finance Print version record. Includes bibliographical references and index. Discrete-time processes -- Wiener process -- Stochastic integrals -- Itô formula -- Stochastic differential equations. Introduces key results essential for financial practitioners by means of concrete examples and a fully rigorous exposition. Finance Mathematical models. http://id.loc.gov/authorities/subjects/sh85048260 Stochastic processes. http://id.loc.gov/authorities/subjects/sh85128181 Options (Finance) Mathematical models. Finances Modèles mathématiques. Processus stochastiques. Options (Finances) Modèles mathématiques. BUSINESS & ECONOMICS Finance. bisacsh Procesos estocásticos embne Finanzas Modelos matemáticos embne Finance Mathematical models fast Options (Finance) Mathematical models fast Stochastic processes fast Kopp, P. E., 1944- https://id.oclc.org/worldcat/entity/E39PBJxrVdrPwWKR39tDPq9Rrq http://id.loc.gov/authorities/names/n83133988 Traple, Janusz. http://id.loc.gov/authorities/names/n2012039521 has work: Stochastic calculus for finance (Text) https://id.oclc.org/worldcat/entity/E39PCFYRvPMWJddRD474vVrpfq https://id.oclc.org/worldcat/ontology/hasWork Print version: Capiński, Marek, 1951- Stochastic calculus for finance. Cambridge, [England] : Cambridge University Press, 2012 9781107002647 (DLC) 2012024342 (OCoLC)785068086 Mastering mathematical finance. http://id.loc.gov/authorities/names/no2012083164 FWS01 ZDB-4-EBU FWS_PDA_EBU https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=473267 Volltext |
| spellingShingle | Capiński, Marek, 1951- Stochastic calculus for finance / Mastering mathematical finance. Discrete-time processes -- Wiener process -- Stochastic integrals -- Itô formula -- Stochastic differential equations. Finance Mathematical models. http://id.loc.gov/authorities/subjects/sh85048260 Stochastic processes. http://id.loc.gov/authorities/subjects/sh85128181 Options (Finance) Mathematical models. Finances Modèles mathématiques. Processus stochastiques. Options (Finances) Modèles mathématiques. BUSINESS & ECONOMICS Finance. bisacsh Procesos estocásticos embne Finanzas Modelos matemáticos embne Finance Mathematical models fast Options (Finance) Mathematical models fast Stochastic processes fast |
| subject_GND | http://id.loc.gov/authorities/subjects/sh85048260 http://id.loc.gov/authorities/subjects/sh85128181 |
| title | Stochastic calculus for finance / |
| title_auth | Stochastic calculus for finance / |
| title_exact_search | Stochastic calculus for finance / |
| title_full | Stochastic calculus for finance / Marek Capiński, Ekkehard Kopp, Janusz Traple. |
| title_fullStr | Stochastic calculus for finance / Marek Capiński, Ekkehard Kopp, Janusz Traple. |
| title_full_unstemmed | Stochastic calculus for finance / Marek Capiński, Ekkehard Kopp, Janusz Traple. |
| title_short | Stochastic calculus for finance / |
| title_sort | stochastic calculus for finance |
| topic | Finance Mathematical models. http://id.loc.gov/authorities/subjects/sh85048260 Stochastic processes. http://id.loc.gov/authorities/subjects/sh85128181 Options (Finance) Mathematical models. Finances Modèles mathématiques. Processus stochastiques. Options (Finances) Modèles mathématiques. BUSINESS & ECONOMICS Finance. bisacsh Procesos estocásticos embne Finanzas Modelos matemáticos embne Finance Mathematical models fast Options (Finance) Mathematical models fast Stochastic processes fast |
| topic_facet | Finance Mathematical models. Stochastic processes. Options (Finance) Mathematical models. Finances Modèles mathématiques. Processus stochastiques. Options (Finances) Modèles mathématiques. BUSINESS & ECONOMICS Finance. Procesos estocásticos Finanzas Modelos matemáticos Finance Mathematical models Options (Finance) Mathematical models Stochastic processes |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=473267 |
| work_keys_str_mv | AT capinskimarek stochasticcalculusforfinance AT kopppe stochasticcalculusforfinance AT traplejanusz stochasticcalculusforfinance |