Sondermann, Dieter
Introduction to Stochastic Calculus for Finance
Table of contents
1. Introduction
2. Preliminaries
3. Introduction to Itô-Calculus
4. The Girsanov Transformation
5. Application to Financial Economics
6. Term Structure Models
7. Why Do We Need Itô-Calculus in Finance?
8. Appendix: Itô Calculus Without Probabilities
DRM-restrictions
Printing: not available
Clipboard copying: not available
Keywords: BUSINESS & ECONOMICS / Management Science BUS042000
- Author(s)
- Sondermann, Dieter
- Publisher
- Springer
- Publication year
- 2006
- Language
- en
- Edition
- 1
- Category
- Economy
- Format
- Ebook
- eISBN (PDF)
- 9783540348375
