Stochastic modelling for the financial markets. Part 1. Probabilistic tools Учебное пособие
The main goal of these lectures notes is to give the basic notions of the stochastic calculus such that conditional expectations predictable processes martingales stochastic integrals and Ito's formula. The notes are intended for students of the Mathematics and Economical Faculties. This work w...
| Other Authors: | , |
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| Format: | eBook |
| Language: | Russian |
| Published: |
Томск
Издательский Дом Томского государственного университета
2017
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| Online Access: | https://znanium.com/catalog/document?id=378328 https://znanium.com/cover/1717/1717075.jpg |
