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Stochastic Processes for Finance

Small book cover: Stochastic Processes for Finance

Stochastic Processes for Finance
by

Publisher: BookBoon
ISBN-13: 9788776816667
Number of pages: 104

Description:
Topics: Discrete-time stochastic processes (Markov chains , Martingales); Continuous-time stochastic processes (General framework, Brownian motion); Stochastic integral and Ito's lemma (Girsanov theorem, Stochastic differential equations).

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