Description: Introductory Stochastic Analysis For Finance And Insurance, Hardcover by Lin, X. Sheldon, ISBN 0471716421, ISBN-13 9780471716426, Brand New, Free shipping in the US This graduate textbook introduces the basic theories of stochastic processes and stochastic calculus with an emphasis on the techniques and methods used in financial modeling. Lin (University of Toronto) explains a special class of discrete time stochastic processes known as random walks, Brownian motion as a limit of a sequence of random walks, the Ito calculus, and the famous Black-Scholes option pricing formula. Annotation ©2006 Book News, Inc., Portland, OR ()
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Book Title: Introductory Stochastic Analysis For Finance And Insurance
Author: Lin, X. Sheldon
Language: english
