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This brief but full introduction to basic stochastic processes contains key results that have become essential for finance practitioners and provides a solid grounding for understanding the Black-Scholes option pricing model. Students, practitioners and researchers will benefit from the authors' rigorous, but unfussy, approach to technical issues.
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Stochastic Calculus for Finance, Marek Capiński, Tomasz Zastawniak
- Language
- Released
- 2012
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- (Paperback)
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- Title
- Stochastic Calculus for Finance
- Language
- English
- Authors
- Marek Capiński, Tomasz Zastawniak
- Publisher
- Cambridge University Press
- Released
- 2012
- Format
- Paperback
- ISBN10
- 0521175739
- ISBN13
- 9780521175739
- Category
- Mathematics, Nature in general
- Description
- This brief but full introduction to basic stochastic processes contains key results that have become essential for finance practitioners and provides a solid grounding for understanding the Black-Scholes option pricing model. Students, practitioners and researchers will benefit from the authors' rigorous, but unfussy, approach to technical issues.