Introduction to stochastic integration /
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| Author / Creator: | Kuo, Hui-Hsiung, 1941- |
|---|---|
| Imprint: | New York, NY : Springer Science+Business Media, c2006. |
| Description: | xiii, 278 p. ; 24 cm. |
| Language: | English |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/5841600 |
Table of Contents:
- Introduction
- Brownian motion
- Constructions of Brownian motion
- Stochastic integrals
- An extentions of stochastic integrals
- Stochastic integrals for martingales
- The Ito formula
- Multiple Wiener integrals
- Stochastic differential equations
- Applications to finance
- References
