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About this product
- Author(s)J. Michael Steele
- PublisherSpringer-Verlag New York Inc.
- Date of Publication01/12/2010
- Series TitleStochastic Modelling and Applied Probability
- Series Part/Volume Number45
- Place of PublicationNew York, NY
- Country of PublicationUnited States
- ImprintSpringer-Verlag New York Inc.
- Content Noteblack & white illustrations
- Weight440 g
- Width156 mm
- Height234 mm
- Spine16 mm
- Format DetailsTrade paperback (US)
- Edition StatementSoftcover reprint of the original 1st ed. 2001
- Table Of ContentsRandom Walk and First Step Analysis * First Martingale Steps * Brownian Motion * Martingale--Next Steps * Richness of Paths * Ito Integration * Localization and Ito's Integral * Ito's Formula * Stochastic Differential Equations * Arbitrage and SDE's * The Diffusion Equation * Representation Theorems * Girsanov Theory * Arbitrage and Martingales * The Feynman-Kac Connection
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