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
Strategic Financial Management: Exercisesby Robert Alan Hill - BookBoon
By following the same structure as the companion text, this book of exercises tests your knowledge of Strategic Financial Management. It also develops a number of theoretical concepts outlined in the companion text as a guide to further study.
(13340 views)
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.
(10049 views)
Rethinking the Role of the State in Finance- World Bank Publications
This report synthesizes new and existing evidence on the state's performance as financial sector regulator, overseer, promoter, and owner. It calls on state agencies to provide strong regulation and supervision and ensure healthy competition...
(7874 views)
Portfolio Theory and Financial Analysesby Robert Alan Hill - BookBoon
The book evaluates Modern Portfolio Theory for future study. We learn why anybody with the software and a reasonable financial education can model portfolios. We learn why investors and not their computers should always interpret their results.
(11375 views)