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
A Basic Course in the Theory of Interest and Derivatives Marketsby Marcel B. Finan - Arkansas Tech University
This manuscripts is designed for an introductory course in the theory of interest and annuity. Each section contains the embedded examples with answer keys. The manuscript is suitable for a junior level course in the mathematics of finance.
(20026 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.
(13653 views)
Ruling Capital: Emerging Markets and the Reregulation of Cross-Border Financeby Kevin P. Gallagher - Cornell University Press
Gallagher demonstrates how several emerging market and developing countries managed to reregulate cross-border financial flows in the wake of the global financial crisis despite the political and economic difficulty of doing so at the national level.
(7265 views)
Financial Sector Assessment: A Handbook- World Bank Publications
This Handbook presents an overall analytical framework for assessing financial system stability and developmental needs, providing broad guidance on approaches, methodologies, and techniques of assessing financial systems.
(18609 views)