Stochastic Calculus and Financial Applications by J. Michael Steele

Stochastic Calculus and Financial Applications



Download Stochastic Calculus and Financial Applications




Stochastic Calculus and Financial Applications J. Michael Steele ebook
Publisher: Springer
ISBN: 0387950168, 9780387950167
Format: djvu
Page: 312


And stochastic calculus needed for the valuation of financial derivatives. 1) Stochastic Calculus for Finance 2 - Continuous-Time Models, by Shreve, for basics of finance Ornithology with applications to fragility problems. Lee, Linear regression analysis. Jun Shao, Mathematical Statistics. It also covers the basic concepts and methods of modern probability and stochastic analysis, placing emphasis on the possible applications in finance. Oksendal B., (2003), Stochastic Differential Equations: An Introduction with Applications, 6th edition, Berlin and Heidelberg: Springer-Verlag. I suppose corporate finance stuff wouldn't be too valuable? Shreve, S.E., (2005), Stochastic Calculus for Finance, New York: Springer-Verlag. Michael Steele, Stochastic calculus and financial applications. Resnick, Adventures in stochastic processes.