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9783540434030

Financial Markets in Continuous Time

Financial Markets in Continuous Time
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  • ISBN-13: 9783540434030
  • ISBN: 3540434038
  • Publisher: Springer

AUTHOR

Dana, Rose-Anne, Jeanblanc-Picque, Monique, Kennedy, A.

SUMMARY

In modern financial practice, asset prices are modelled by means of stochastic processes, & continuous-time stochastic calculus thus plays a central role in financial modelling. This book collects results from a number of discrete-time models, before discussing various aspects of stochastic modelling.Dana, Rose-Anne is the author of 'Financial Markets in Continuous Time' with ISBN 9783540434030 and ISBN 3540434038.

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