Online Public Access Catalogue (OPAC)
Library,Documentation and Information Science Division

“A research journal serves that narrow

borderland which separates the known from the unknown”

-P.C.Mahalanobis


Amazon cover image
Image from Amazon.com

Stochastic processes with applications to finance

By: Material type: TextTextLanguage: English Publication details: Boca Raton Chapman & Hall 2003Description: xi,274pISBN:
  • 1-58488-224-7
Subject(s): DDC classification:
  • 519.23 K47
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
Tags from this library: No tags from this library for this title. Log in to add tags.
Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 519.23 K47 (Browse shelf(Opens below)) 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

There are no comments on this title.

to post a comment.
Library, Documentation and Information Science Division, Indian Statistical Institute, 203 B T Road, Kolkata 700108, INDIA
Phone no. 91-33-2575 2100, Fax no. 91-33-2578 1412, ksatpathy@isical.ac.in