Details

Stochastic Differential Equations and Their Application in Finance. An Overview


Stochastic Differential Equations and Their Application in Finance. An Overview


1. Auflage

von: Erhabor Moses

CHF 18.00

Verlag: Grin Verlag
Format: PDF
Veröffentl.: 14.02.2020
ISBN/EAN: 9783346113177
Sprache: englisch
Anzahl Seiten: 42

Dieses eBook enthält ein Wasserzeichen.

Beschreibungen

Seminar paper from the year 2019 in the subject Mathematics - Stochastics, grade: A, University of Benin, language: English, abstract: The following work tries to examine and provide soultions to an array of equations, most notably the Brownian motion, the Ito-integral and their application to finance.

In the context of this work chapter one deals with the introduction, unique terms and notation and the usefulness in the project work. Chapter two deals with Brownian motion and the Ito integral, whereas chapter three deals with stochastic differential equations. Chapter four handles the application of stochastic differential equations to finance, and, finally, chapter five concludes the project.
Seminar paper from the year 2019 in the subject Mathematics - Stochastics, grade: A, University of Benin, language: English, abstract: The following work tries to examine and provide soultions to an array of equations, most notably the Brownian motion, the Ito-integral and their application to finance.

In the context of this work chapter one ...

Diese Produkte könnten Sie auch interessieren:

Modeling Uncertainty
Modeling Uncertainty
von: Moshe Dror, Pierre L'Ecuyer, Ferenc Szidarovszky
PDF ebook
CHF 271.50
Continuous Bivariate Distributions
Continuous Bivariate Distributions
von: N. Balakrishnan, Chin Diew Lai
PDF ebook
CHF 130.00
Nonlinear Regression with R
Nonlinear Regression with R
von: Christian Ritz, Jens Carl Streibig
PDF ebook
CHF 82.50