Stochastic Processes with Applications to Finance

Stochastic Processes with Applications to Finance
Author: Masaaki Kijima
Publisher: CRC Press
Total Pages: 345
Release: 2016-04-19
Genre: Business & Economics
ISBN: 1439884846


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Financial engineering has been proven to be a useful tool for risk management, but using the theory in practice requires a thorough understanding of the risks and ethical standards involved. Stochastic Processes with Applications to Finance, Second Edition presents the mathematical theory of financial engineering using only basic mathematical tools


Stochastic Processes with Applications to Finance
Language: en
Pages: 345
Authors: Masaaki Kijima
Categories: Business & Economics
Type: BOOK - Published: 2016-04-19 - Publisher: CRC Press

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Financial engineering has been proven to be a useful tool for risk management, but using the theory in practice requires a thorough understanding of the risks a
Stochastic Calculus and Financial Applications
Language: en
Pages: 303
Authors: J. Michael Steele
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction
Introduction to Stochastic Calculus with Applications
Language: en
Pages: 431
Authors: Fima C. Klebaner
Categories: Mathematics
Type: BOOK - Published: 2005 - Publisher: Imperial College Press

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This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of
Stochastic Processes, Finance And Control: A Festschrift In Honor Of Robert J Elliott
Language: en
Pages: 605
Authors: Samuel N Cohen
Categories: Mathematics
Type: BOOK - Published: 2012-08-10 - Publisher: World Scientific

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This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical f
Stochastic Processes
Language: en
Pages: 288
Authors: Wolfgang Paul
Categories: Science
Type: BOOK - Published: 2013-07-11 - Publisher: Springer Science & Business Media

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This book introduces the theory of stochastic processes with applications taken from physics and finance. Fundamental concepts like the random walk or Brownian