Continuous Stochastic Calculus with Applications to Finance

"This text provides a rigorous development of the theory of stochastic integration as it applies to the valuation of derivative securities. It includes all the tools necessary for readers to understand the construction of the stochastic integral with respect to a general continuous semimartingale."--BOOK JACKET.

המשפט הראשון: Preliminaries. Let (F, P) be a probability space, R = [-, +] denote the extended real line and B(R) and B (Rn) the Borel o-fields on R and Rn respectively.

שנה

2000

שפה

English

הוצאה

Chapman & Hall/CRC

מהדורות

1

עמודים

336

ISBN

9781584882343

מקור הנתונים: Wikidata