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Book Cover
Author Berg, Imme van den.

Title Principles of infinitesimal stochastic and financial analysis / Imme van den Berg
Published Singapore : World Scientific, [2000]


Location Call no. Vol. Availability
 MELB  332.645015118 Van/Poi  AVAILABLE
Description xii, 136 pages : illustrations ; 23 cm
Contents Contents. Chapter 1. The binomial cone and the binomial coefficients -- Ch. 2. Asymptotic properties of finite random variables -- Ch. 3. Finite stochastic processes -- Ch. 4. Stock prices -- Ch. 5. Options
Notes Includes exercises at the end of each chapter
Bibliography Bibliography : pages 131-132 + Index
Notes English
Subject Binomial coefficients.
Hedging (Finance) -- Mathematical models.
Options (Finance) -- Mathematical models.
Options (Finance) -- Prices -- Mathematical models.
Stochastic analysis.
Stochastic processes.
ISBN 9810243588