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STOCHASTIC CALCULUS IN MATHEMATICAL FINANCE

文件格式:Pdf 可复制性:可复制 TAG标签: Finance Mathematical stochastic Calculus 点击次数: 更新时间:2009-09-24 15:38
介绍

Overview of Stochastic Calculus
These notes provide an overview of results from stochastic calculus that we will be using in this course. Most ofthe results should be familiar to you already, but others will be new. We will ignore most of the \technical"details and take the \engineering" approach to stochastic calculus.

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