Stochastic methods in asset pricing / Andrew Lyasoff.
By: Lyasoff, Andrew [author.].
Material type:
BookPublisher: Cambridge, Massachusetts : The MIT Press, [2017]Description: xxv, 605 p. ; 24 cm.Content type: text Media type: unmediated Carrier type: volumeISBN: 9780262036559 (hardcover : alk. paper) :.Subject(s): Securities -- Prices -- Mathematical models | Stochastic processesDDC classification: 332.632
Contents:
Preface -- Notation -- Preliminaries -- Probability spaces and related structures -- Integration -- Absolute continuity, conditioning and independence -- Convergence of random variables -- The art of random sampling.
| Item type | Current location | Call number | Copy number | Status | Date due |
|---|---|---|---|---|---|
Monograph
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Indian Institute of Management Udaipur A6/3 | 332.632 (Browse shelf) | 1 | Available |
Browsing Indian Institute of Management Udaipur Shelves , Shelving location: A6/3 Close shelf browser
Includes bibliographical references and index.
Preface -- Notation -- Preliminaries -- Probability spaces and related structures -- Integration -- Absolute continuity, conditioning and independence -- Convergence of random variables -- The art of random sampling.
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