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Stochastic Processes with Applications to Finance
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Pages: 345
Authors: Masaaki Kijima
Categories: Business & Economics
Type: BOOK - Published: 2016-04-19 - Publisher: CRC Press

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Financial engineering has been proven to be a useful tool for risk management, but using the theory in practice requires a thorough understanding of the risks a
Introduction to Stochastic Calculus with Applications
Language: en
Pages: 431
Authors: Fima C. Klebaner
Categories: Mathematics
Type: BOOK - Published: 2005 - Publisher: Imperial College Press

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This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of
Stochastic Processes, Finance And Control: A Festschrift In Honor Of Robert J Elliott
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Pages: 605
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Type: BOOK - Published: 2012-08-10 - Publisher: World Scientific

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This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical f
Methods of Mathematical Finance
Language: en
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Authors: Ioannis Karatzas
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Type: BOOK - Published: 1998-08-13 - Publisher: Springer Science & Business Media

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This monograph is a sequel to Brownian Motion and Stochastic Calculus by the same authors. Within the context of Brownian-motion- driven asset prices, it develo
Stochastic Calculus and Financial Applications
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Authors: J. Michael Steele
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Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction