Posted by **ChrisRedfield** at July 15, 2014

Published: 1999-10-30 | ISBN: 9810235437 | PDF | 212 pages | 6 MB

Posted by **libr** at April 19, 2017

English | 2012 | ISBN: 1107002648 , 0521535301 | 186 pages | PDF | 0,8 MB

Posted by **tukotikko** at Feb. 10, 2016

2004 | 200 Pages | ISBN: 0387401008 | PDF | 8 MB

Posted by **bookwarrior** at March 29, 2015

2004 | 200 Pages | ISBN: 0387401008 | PDF | 8 MB

Posted by **enmoys** at Feb. 10, 2015

2007 | 138 Pages | ISBN: 3540348360 | PDF | 1 MB

Posted by **bookwyrm** at Oct. 27, 2014

2004 | 200 Pages | ISBN: 0387401008 | PDF | 8 MB

Posted by **bookwyrm** at June 2, 2014

2007 | 138 Pages | ISBN: 3540348360 | PDF | 1 MB

Posted by **interes** at May 12, 2014

English | 2012 | ISBN: 1107002648 , 0521535301 | 186 pages | PDF | 0,8 MB

This book focuses specifically on the key results in stochastic processes that have become essential for finance practitioners to understand. The authors study the Wiener process and Itô integrals in some detail, with a focus on results needed for the Black-Scholes option pricing model.

Posted by **advisors** at Jan. 27, 2014

2007 | 138 Pages | ISBN: 3540348360 | PDF | 1 MB

Posted by **interes** at Jan. 17, 2014

English | 2005-06-30 | ISBN: 186094566X | 427 pages | DJVU | 2.6 mb

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 advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering.