Stochastic processes with applications to finance

By:

Kijima Masaaki

Material type: Text

TextLanguage: English Publication details: Boca Raton Chapman & Hall 2003Description: xi,274pISBN:

1-58488-224-7

Subject(s):

DDC classification:

519.23 K47

Summary: The book presents the theory of discrete stochastic processes & their applications in finance in an accessible treatment that strikes a balance between the abstract and the practical.Using an approach that views sophisticated stochastic calculus as based

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Item type	Current library	Call number	Status	Date due	Barcode	Item holds
Books	ISI Library, Kolkata	519.23 K47 (Browse shelf(Opens below))	Available		125015

Total holds: 0

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Previous	519.23 K46 Stochastic programming problems with probability and quantile functions	519.23 K46 Stochastic programming problems with probability and quantile functions	519.23 K47 Ergodic theory of random transformations	519.23 K47 Stochastic processes with applications to finance	519.23 K47 Stochastic processes with applications to finance /	519.23 K61 Stochastic differential inclusions and applications /	519.23 K63 Introduction to stochastic calculus with applications /	Next

The book presents the theory of discrete stochastic processes & their applications in finance in an accessible treatment that strikes a balance between the abstract and the practical.Using an approach that views sophisticated stochastic calculus as based

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