Stochastic calculus for finance

Author(s)

• Capiński, Marek
• Kopp, P. E.
• Traple, Janusz

Bibliographic Information

Stochastic calculus for finance

Marek Capiński, Ekkehard Kopp, Janusz Traple

（Mastering mathematical finance）

Cambridge University Press, 2012

• : hardback
• : pbk

Details

• NCID: BB10466343
• ISBN:
  • 9781107002647
  • 9780521175739
• LCCN: 2012024342
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Cambridge [England]
• Pages/Volumes: vii, 177 p.
• Size: 24 cm
• Classification:
  • LCC : HG106
  • DC23 : 332.01/51922
• Subject Headings:
  • LCSH : Finance -- Mathematical models
  • LCSH : Stochastic processes
  • LCSH : Options (Finance) -- Mathematical models
• Parent Bibliography ID:
  • BB08649748