Introduction to stochastic calculus for finance [electronic resource] : a new didactic approach / Dieter Sondermann

Author:: Sondermann, Dieter
Published:: Berlin ; New York : Springer, [2006]
Copyright Date:: ©2006
Physical Description:: 1 volume
Additional Creators:: SpringerLink (Online service)

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Online version: ezaccess.libraries.psu.edu

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Series:

Lecture notes in economics and mathematical systems, 0075-8442 ; 579

Contents:

Introduction -- Preliminaries -- Introduction to Ito-Calculus -- The Girsanov Transformation -- Application to Financial Economics -- Term Structure Models -- Why Do We Need Ito-Calculus in Finance? -- Appendix: Ito Calculus Without Probabilities

Subject(s):

ISBN:

9783540348375

Note:

Description based on print version record.
AVAILABLE ONLINE TO AUTHORIZED PSU USERS.

Bibliography Note:

Includes bibliographical references.

Reproduction Note:

Electronic reproduction. Berlin : Springer, 2006. Mode of access: World Wide Web. Available via SpringerLink.

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