Introduction to Stochastic Calculus for Finance : A New Didactic Approach /
By: Sondermann, Dieter [author.].
Contributor(s): .
Material type:
BookSeries: : 57940Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2006.Description: X, 138 p. online resource.Content type: text Media type: computer Carrier type: online resourceISBN: 9783540348375.Subject(s): | | | | | | | | | | | | | DDC classification: 330 Online resources: Click here to access online
Contents:
In:
Summary:
Preliminaries -- to It�-Calculus -- The Girsanov Transformation -- Application to Financial Economics -- Term Structure Models -- Why Do We Need It�-Calculus in Finance? -- Appendix: It� Calculus Without Probabilities.
| Item type | Current location | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|
| PK Kelkar Library, IIT Kanpur | Available | EBKS0005719 |
Total holds: 0
Preliminaries -- to It�-Calculus -- The Girsanov Transformation -- Application to Financial Economics -- Term Structure Models -- Why Do We Need It�-Calculus in Finance? -- Appendix: It� Calculus Without Probabilities.
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