Stochastic Calculus for Quantitative Finance

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9781785480348: Stochastic Calculus for Quantitative Finance
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In 1994 and 1998 F. Delbaen and W. Schachermayer published two breakthrough papers where they proved continuous-time versions of the Fundamental Theorem of Asset Pricing. This is one of the most remarkable achievements in modern Mathematical Finance which led to intensive investigations in many applications of the arbitrage theory on a mathematically rigorous basis of stochastic calculus. Mathematical Basis for Finance: Stochastic Calculus for Finance provides detailed knowledge of all necessary attributes in stochastic calculus that are required for applications of the theory of stochastic integration in Mathematical Finance, in particular, the arbitrage theory. The exposition follows the traditions of the Strasbourg school.

This book covers the general theory of stochastic processes, local martingales and processes of bounded variation, the theory of stochastic integration, definition and properties of the stochastic exponential; a part of the theory of Lévy processes. Finally, the reader gets acquainted with some facts concerning stochastic differential equations.



  • Contains the most popular applications of the theory of stochastic integration
  • Details necessary facts from probability and analysis which are not included in many standard university courses such as theorems on monotone classes and uniform integrability
  • Written by experts in the field of modern mathematical finance

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Alexander A. Gushchin
Edité par Elsevier 2015-08-01 (2015)
ISBN 10 : 1785480340 ISBN 13 : 9781785480348
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Description du livre Elsevier 2015-08-01, 2015. Hardcover. État : New. N° de réf. du libraire NU-ELS-00013295

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Alexander A. Gushchin
Edité par ISTE Press Ltd - Elsevier Inc, United Kingdom (2015)
ISBN 10 : 1785480340 ISBN 13 : 9781785480348
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Description du livre ISTE Press Ltd - Elsevier Inc, United Kingdom, 2015. Hardback. État : New. 229 x 152 mm. Language: English . Brand New Book. In 1994 and 1998 F. Delbaen and W. Schachermayer published two breakthrough papers where they proved continuous-time versions of the Fundamental Theorem of Asset Pricing. This is one of the most remarkable achievements in modern Mathematical Finance which led to intensive investigations in many applications of the arbitrage theory on a mathematically rigorous basis of stochastic calculus. Mathematical Basis for Finance: Stochastic Calculus for Finance provides detailed knowledge of all necessary attributes in stochastic calculus that are required for applications of the theory of stochastic integration in Mathematical Finance, in particular, the arbitrage theory. The exposition follows the traditions of the Strasbourg school. This book covers the general theory of stochastic processes, local martingales and processes of bounded variation, the theory of stochastic integration, definition and properties of the stochastic exponential; a part of the theory of Levy processes. Finally, the reader gets acquainted with some facts concerning stochastic differential equations. N° de réf. du libraire AAZ9781785480348

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Alexander A Gushchin
Edité par ISTE Press Ltd - Elsevier Inc, United Kingdom (2015)
ISBN 10 : 1785480340 ISBN 13 : 9781785480348
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The Book Depository
(London, Royaume-Uni)
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Description du livre ISTE Press Ltd - Elsevier Inc, United Kingdom, 2015. Hardback. État : New. 229 x 152 mm. Language: English . Brand New Book. In 1994 and 1998 F. Delbaen and W. Schachermayer published two breakthrough papers where they proved continuous-time versions of the Fundamental Theorem of Asset Pricing. This is one of the most remarkable achievements in modern Mathematical Finance which led to intensive investigations in many applications of the arbitrage theory on a mathematically rigorous basis of stochastic calculus. Mathematical Basis for Finance: Stochastic Calculus for Finance provides detailed knowledge of all necessary attributes in stochastic calculus that are required for applications of the theory of stochastic integration in Mathematical Finance, in particular, the arbitrage theory. The exposition follows the traditions of the Strasbourg school. This book covers the general theory of stochastic processes, local martingales and processes of bounded variation, the theory of stochastic integration, definition and properties of the stochastic exponential; a part of the theory of L vy processes. Finally, the reader gets acquainted with some facts concerning stochastic differential equations. * Contains the most popular applications of the theory of stochastic integration* Details necessary facts from probability and analysis which are not included in many standard university courses such as theorems on monotone classes and uniform integrability* Written by experts in the field of modern mathematical finance. N° de réf. du libraire AAZ9781785480348

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Alexander A. Gushchin
Edité par ISTE Press Ltd - Elsevier Inc 2015-08-17 (2015)
ISBN 10 : 1785480340 ISBN 13 : 9781785480348
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Blackwell's
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Description du livre ISTE Press Ltd - Elsevier Inc 2015-08-17, 2015. hardback. État : New. N° de réf. du libraire 9781785480348

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Alexander A. Gushchin
Edité par ISTE Press Ltd - Elsevier Inc
ISBN 10 : 1785480340 ISBN 13 : 9781785480348
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THE SAINT BOOKSTORE
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Description du livre ISTE Press Ltd - Elsevier Inc. Hardback. État : new. BRAND NEW, Stochastic Calculus for Quantitative Finance, Alexander A. Gushchin, In 1994 and 1998 F. Delbaen and W. Schachermayer published two breakthrough papers where they proved continuous-time versions of the Fundamental Theorem of Asset Pricing. This is one of the most remarkable achievements in modern Mathematical Finance which led to intensive investigations in many applications of the arbitrage theory on a mathematically rigorous basis of stochastic calculus. Mathematical Basis for Finance: Stochastic Calculus for Finance provides detailed knowledge of all necessary attributes in stochastic calculus that are required for applications of the theory of stochastic integration in Mathematical Finance, in particular, the arbitrage theory. The exposition follows the traditions of the Strasbourg school. This book covers the general theory of stochastic processes, local martingales and processes of bounded variation, the theory of stochastic integration, definition and properties of the stochastic exponential; a part of the theory of L vy processes. Finally, the reader gets acquainted with some facts concerning stochastic differential equations. * Contains the most popular applications of the theory of stochastic integration* Details necessary facts from probability and analysis which are not included in many standard university courses such as theorems on monotone classes and uniform integrability* Written by experts in the field of modern mathematical finance. N° de réf. du libraire B9781785480348

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Gushchin, Alexander A
Edité par Elsevier (2015)
ISBN 10 : 1785480340 ISBN 13 : 9781785480348
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Description du livre Elsevier, 2015. État : New. Num Pages: 208 pages, colour illustrations. BIC Classification: KFF; PBK. Category: (P) Professional & Vocational. Dimension: 238 x 158 x 19. Weight in Grams: 452. . 2015. 1st Edition. Hardcover. . . . . . N° de réf. du libraire V9781785480348

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Gushchin, Alexander
ISBN 10 : 1785480340 ISBN 13 : 9781785480348
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Description du livre État : New. New. US edition. Perfect condition. Ship by express service to USA, Canada, Australia, France, Italy, UK, Germany and Netherland. Customer satisfaction our priority. N° de réf. du libraire ABE-BOOK-116276

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Gushchin, Alexander
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Description du livre État : Brand New. Brand New Original US Edition, Perfect Condition. Printed in English. Excellent Quality, Service and customer satisfaction guaranteed!. N° de réf. du libraire AIND-122794

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Gushchin, Alexander A
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Description du livre Elsevier. État : New. Num Pages: 208 pages, colour illustrations. BIC Classification: KFF; PBK. Category: (P) Professional & Vocational. Dimension: 238 x 158 x 19. Weight in Grams: 452. . 2015. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland. N° de réf. du libraire V9781785480348

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Gushchin, Alexander A.
Edité par Elsevier (2015)
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Ria Christie Collections
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Description du livre Elsevier, 2015. État : New. book. N° de réf. du libraire ria9781785480348_rkm

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