Stochastic Processes with Applications to Finance, Second Edition - Masaaki Kijima

Stochastic Processes with Applications to Finance, Second Edition
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Autor: Masaaki Kijima

 Wydawnictwo: Chapman Hall
ISBN: 9781439884829
EAN:
Format: ...
Oprawa: twarda
Stron: 336
Data wydania: 2013-09-01
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This updated new edition presents an accessible treatment of the theory of discrete stochastic processes and their applications in finance. By presenting important results in discrete processes and showing how to transfer those results to their continuous counterparts, the text imparts an intuitive and practical understanding of the subject. It thoroughly explores applications to the pricing of derivative securities, corporate bonds, and credit derivatives. The book is suitable as a graduate-level text or as a reference for professionals in financial engineering, operations research, and mathematical and statistical finance.

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Masaaki Kijima