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Stochastic processes with applications to finance

By: Kijima Masaaki.
Material type: TextTextPublisher: Boca Raton Chapman & Hall 2003Description: xi,274p.ISBN: 1-58488-224-7.Subject(s): Business mathematics | Stochastic processesDDC classification: 519.23 Summary: The book presents the theory of discrete stochastic processes & their applications in finance in an accessible treatment that strikes a balance between the abstract and the practical.Using an approach that views sophisticated stochastic calculus as based
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Item type Current location Call number Status Date due Barcode Item holds
Books Books ISI Library, Kolkata
 
519.23 K47 (Browse shelf) Available 125015
Total holds: 0

The book presents the theory of discrete stochastic processes & their applications in finance in an accessible treatment that strikes a balance between the abstract and the practical.Using an approach that views sophisticated stochastic calculus as based

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