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Stochastic finance : an introduction with examples

By: Zeindler, Dirk.
Contributor(s): Turner, Amanda.
Publisher: New York : Cambridge University Press, 2023Description: x, 252 p. ; ill., 26 cm.ISBN: 9781009048941.Subject(s): Finance Statistical methods | Stochastic analysis | Arbitrage opportunity | Brownian motion | Contingent claim | Lemma | Probability measure | Random variable | Riemann integral | Risk-neutral measure | Sample path | Stock price | Trading strategy | Asset pricingDDC classification: 332 Summary: Stochastic Finance provides an introduction to mathematical finance that is unparalleled in its accessibility. Through classroom testing the authors have identified common pain points for students and their approach takes great care to help the reader overcome these difficulties and foster understanding where comparable texts often do not.
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Books 332 ZEI (Browse shelf) Available 034456

Includes bibliographical references and index.

Stochastic Finance provides an introduction to mathematical finance that is unparalleled in its accessibility. Through classroom testing the authors have identified common pain points for students and their approach takes great care to help the reader overcome these difficulties and foster understanding where comparable texts often do not.

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