Search Results for Stochastic processes.

Stochastic processes with applications to finance

Kijima, Masaaki, 1957-

Format:

Books

Publication Date

2003

Excerpt:

Stochastic processes with applications to finance / Kijima, Masaaki, 1957-

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Probability and statistics for computer scientists

Baron, Michael, 1968-

Format:

Books

Publication Date

2007

Excerpt:

distributions -- 4. Continuous distributions -- 5. Computer simulations and Monte Carlo methods -- 6. Stochastic

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The geometric process and its applications

Lam, Yeh.

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Books

Publication Date

2007

Excerpt:

Stochastic processes.

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Pricing derivative securities

Epps, T. W.

Table of contents only http://www.loc.gov/catdir/toc/ecip0711/2007006660.html

Format:

Books

Publication Date

2007

Excerpt:

, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of

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Commodities and commodity derivatives : modelling and pricing for agriculturals, metals, and energy

Geman, Hélyette.

Format:

Books

Publication Date

2005

Excerpt:

and forward prices -- Stochastic modelling of commodity price processes -- Plain-vanilla option

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Introduction to stochastic calculus with applications

Klebaner, Fima C.

Format:

Books

Publication Date

2005

Excerpt:

Stochastic processes.

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The Concepts and practice of mathematical finance

Joshi, M. S. (Mark Suresh), 1969-

Format:

Books

Publication Date

2003

Excerpt:

-diffusion processes -- 16. Stochastic volatility -- 17. Variance Gamma models -- 18. Smile dynamics and the pricing of

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