Stochastic Processes with Applications to Finance

Stochastic Processes with Applications to Finance
Author :
Publisher : CRC Press
Total Pages : 345
Release :
ISBN-10 : 9781439884843
ISBN-13 : 1439884846
Rating : 4/5 (846 Downloads)

Book Synopsis Stochastic Processes with Applications to Finance by : Masaaki Kijima

Download or read book Stochastic Processes with Applications to Finance written by Masaaki Kijima and published by CRC Press. This book was released on 2016-04-19 with total page 345 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial engineering has been proven to be a useful tool for risk management, but using the theory in practice requires a thorough understanding of the risks and ethical standards involved. Stochastic Processes with Applications to Finance, Second Edition presents the mathematical theory of financial engineering using only basic mathematical tools


Stochastic Processes with Applications to Finance Related Books

Stochastic Processes with Applications to Finance
Language: en
Pages: 345
Authors: Masaaki Kijima
Categories: Business & Economics
Type: BOOK - Published: 2016-04-19 - Publisher: CRC Press

DOWNLOAD EBOOK

Financial engineering has been proven to be a useful tool for risk management, but using the theory in practice requires a thorough understanding of the risks a
Stochastic Processes, Finance And Control: A Festschrift In Honor Of Robert J Elliott
Language: en
Pages: 605
Authors: Samuel N Cohen
Categories: Mathematics
Type: BOOK - Published: 2012-08-10 - Publisher: World Scientific

DOWNLOAD EBOOK

This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical f
Stochastic Calculus and Financial Applications
Language: en
Pages: 303
Authors: J. Michael Steele
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction
Introduction to Stochastic Calculus with Applications
Language: en
Pages: 431
Authors: Fima C. Klebaner
Categories: Mathematics
Type: BOOK - Published: 2005 - Publisher: Imperial College Press

DOWNLOAD EBOOK

This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of
Stochastic Processes
Language: en
Pages: 288
Authors: Wolfgang Paul
Categories: Science
Type: BOOK - Published: 2013-07-11 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This book introduces the theory of stochastic processes with applications taken from physics and finance. Fundamental concepts like the random walk or Brownian