Introduction to stochastic calculus for finance : a new didactic approach
Dieter Sondermann
| Year of publication: |
2006 ; 1. ed.
|
|---|---|
| Authors: | Sondermann, Dieter |
| Publisher: |
Berlin : Springer |
| Subject: | Ito-Calculus | Finanzmathematik | Mathematical finance | Stochastischer Prozess | Stochastic process | Kapitalmarkttheorie | Financial economics | Theorie | Theory | Martingal | Martingale | Stochastisches Modell | Semimartingal |
| Description of contents: | Table of Contents [swbplus.bsz-bw.de] ; Description [deposit.dnb.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] |
| Extent: | X, 136 S. graph. Darst. 24 cm |
|---|---|
| Series: | Lecture notes in economics and mathematical systems : LNEMS. - Cham : Springer, ISSN 0075-8442, ZDB-ID 121369-6. - Vol. 579 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Einführung ; Lehrbuch ; Textbook |
| Language: | English |
| Notes: | Literaturverz. S. [135] - 136 |
| ISBN: | 3-540-34836-0 ; 978-3-540-34836-8 |
| Classification: | Wahrscheinlichkeitsrechnung ; Methoden und Techniken der Betriebswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003328645