**Stochastic Processes for Finance**

by Patrick Roger

**Publisher**: BookBoon 2010**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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