Financial Markets in Continuous Time (книга)
| Financial Markets in Continuous Time | |
| Автор: | Rose-Anne Dana |
|---|---|
| Оригинал издан: | 2003 |
«Financial Markets in Continuous Time» — книга 2003 года.
Содержание |
Содержание 
От издателя 
«Book DescriptionIn modern financial practice, asset prices are modelled by means of stochastic processes, and continuous-time stochastic calculus thus plays a central role in financial modelling. This approach has its roots in the foundational work…»