Stochastic Processes for Finance
by Patrick Roger
Publisher: BookBoon 2010
ISBN-13: 9788776816667
Number of pages: 104
Description:
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).
Download or read it online for free here:
Download link
(4.2MB, PDF)
Similar books
Randomness and Optimal Estimation in Data Samplingby M. Khoshnevisan, at al. - American Research Press
The purpose of this book is to postulate some theories and test them numerically. It is designed for graduates and researchers who are active in the area of estimation and data sampling applied in financial survey modeling and applied statistics.
(14053 views)
Company Valuation and Share Priceby Robert Alan Hill - BookBoon
This is an investor's guide to company share valuation in today's volatile markets using performance measures published by stock exchanges worldwide, plus other source material drawn from company data, analyst reports and the internet.
(12950 views)
Phynanceby Zura Kakushadze - arXiv
These are the lecture notes for an advanced Ph.D. level course, primarily focused on an introduction to stochastic calculus and derivative pricing with various stochastic computations recast in the language of path integral, which is used in physics.
(13251 views)
Mathematical Models in Portfolio Analysisby Farida Kachapova - Bookboon
This book explains portfolio modelling in financial mathematics as a consistent mathematical theory with all steps justified. Topics include mean-variance portfolio analysis and capital market theory. The book contains many examples with solutions.
(14054 views)