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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
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- Released
- 2012
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- (Paperback)
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