Stochastic Calculus Models for Finance
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Содержание:
Introduction: The Austrian Theory in Perspective, The "Austrian" Theory of the Trade Cycle, Money and the Business Cycle, Economic Depressions: Their Cause and Cure, Can We Still Avoid Inflation?, The Austrian Theory: A Summary
Описание:
This is the first volume in a two volume sequence providing the foundational material on Stochastic calculus models in finance. This first volume is suitable for discrete-time finance. The only pre-requisite is standard calculus; may aspects such as martingales and change of measure are treated in detailed depth. Probability is covered in detail using the binomial model. The book will be suitable for advanced undergraduate courses and beginning masters-level students in mathematical finance and financial engineering. There are exercises and examples throughout and summaries at the end of each chapter.Похожие книги
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