Stochastic Calculus for Quantitative Finance /

In 1994 and 1998 F. Delbaen and W. Schachermayer published two breakthrough papers where they proved continuous-time versions of the Fundamental Theorem of Asset Pricing. This is one of the most remarkable achievements in modern Mathematical Finance which led to intensive investigations in many appl...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Gushchin, Alexander A. (Author)
Format: Electronic eBook
Language:Inglés
Published: London : Kidlington, Oxford : ISTE Press Ltd ; Elsevier Ltd., 2015.
Series:Optimization in insurance and finance set.
Subjects:
Stochastic processes.
Finance > Mathematical models.
Stochastic Processes
Processus stochastiques.
Finances > Mod�eles math�ematiques.
MATHEMATICS > Applied.
MATHEMATICS > Probability & Statistics > General.
Finance > Mathematical models
Stochastic processes
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