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Stochastic Calculus for Finance

Autor*innen

Marek Capiński
Tomasz Zastawniak

Reihen

Mastering Mathematical Finance

Parameter

Mathematik
Natur
Natur, Tiere

Mehr zum Buch

This brief but full introduction to basic stochastic processes contains key results that have become essential for finance practitioners and provides a solid grounding for understanding the Black-Scholes option pricing model. Students, practitioners and researchers will benefit from the authors' rigorous, but unfussy, approach to technical issues.