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Stochastic Calculus for Finance

By: Krakow) Capinski Marek (AGH University of Science and Technology (Author) , Ekkehard (University of Hull) Kopp (Author) , Krakow) Traple Janusz (AGH University of Science and Technology (Author)

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Ksh 13,700.00

Format: Hardback or Cased Book

ISBN-13: 9781107002647

Publisher: Cambridge University Press

Publication Date: Aug 23rd, 2012

Weight: 440 grams

Dimension: 23.60 x 15.20 x 1.60 cms

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This brief but full introduction to basic stochastic processes contains key results that have become essential for finance practitioners and provides a solid grounding for understanding the Black-Scholes option pricing model. Students, practitioners and researchers will benefit from the authors' rigorous, but unfussy, approach to technical issues.

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