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About Stochastic Processes For Finance
This document contains lecture notes for a course on stochastic processes for finance. The notes cover topics such as pricing derivatives, binomial models, discrete and continuous time stochastic processes, the Black-Scholes model, interest rate models, and risk measurement. The notes are introduced as being relatively succinct, with proofs and some theory contained in the exercises. Relevant literature on financial calculus and stochastic calculus is also referenced.
Detailed Information
| Author: | ['Emilio'] |
|---|---|
| Publication Year: | 2015 |
| Pages: | 74 |
| Language: | English |
| Format: | |
| Price: | FREE |
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