Patrick RogerStochastic Processes for Finance Download free books at... Download free eBooks at bookboon.com2 Stochastic Processes for Finance Patrick Roger Strasbourg University, EM St
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Stochastic Processes for Finance
Download free books at
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Stochastic Processes for Finance
Patrick Roger Strasbourg University, EM Strasbourg Business School
June 2010
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Stochastic Processes for Finance
© 2010 Patrick Roger & Ventus Publishing ApS ISBN 978-87-7681-666-7
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Stochastic Processes for Finance
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Contents
Contents
1 Discrete-time stochastic processes 9
2 Continuous-time stochastic processes 43
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Stochastic Processes for Finance
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Contents
3 Stochastic integral and Itô’s lemma 73
360°
thinking
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