Stochastic calculus for quantitative finance

Author(s)

• Gushchin, Alexander A.

Bibliographic Information

Stochastic calculus for quantitative finance

Alexander A. Gushchin

（Optimization in insurance and finance set / coordinated by Nikolaos Limnios and Yuliya Mishura）

ISTE Press , Elsevier, 2015

Note

Includes bibliographical references (p. [181]-182) and index

Details

• NCID: BB1941672X
• ISBN:
  • 9781785480348
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: London,Oxford
• Pages/Volumes: xxi, 185 p.
• Size: 24 cm
• Classification:
  • DC23 : 332.0151922
• Subject Headings:
  • LCSH : Finance -- Mathematical models
  • LCSH : Stochastic analysis
• Parent Bibliography ID:
  • BB19416683