Lecture Notes in Economics and Mathematical Systems - Introduction to Stochastic Calculus for Finance
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Published By Springer Berlin Heidelberg

9783540348368

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Introduction to Itô-Calculus

Lecture Notes in Economics and Mathematical Systems - Introduction to Stochastic Calculus for Finance ◽

10.1007/3-540-34837-9_3 ◽

2006 ◽

pp. 15-53

Keyword(s):

Itô Calculus

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Preliminaries

Lecture Notes in Economics and Mathematical Systems - Introduction to Stochastic Calculus for Finance ◽

10.1007/3-540-34837-9_2 ◽

2006 ◽

pp. 3-14

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Appendix: Itô Calculus Without Probabilities

Lecture Notes in Economics and Mathematical Systems - Introduction to Stochastic Calculus for Finance ◽

10.1007/3-540-34837-9_8 ◽

2006 ◽

pp. 125-133

Keyword(s):

Itô Calculus

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Introduction

Lecture Notes in Economics and Mathematical Systems - Introduction to Stochastic Calculus for Finance ◽

10.1007/3-540-34837-9_1 ◽

2006 ◽

pp. 1-2

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Application to Financial Economics

Lecture Notes in Economics and Mathematical Systems - Introduction to Stochastic Calculus for Finance ◽

10.1007/3-540-34837-9_5 ◽

2006 ◽

pp. 67-94

Keyword(s):

Financial Economics

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Why Do We Need Itô-Calculus in Finance?

Lecture Notes in Economics and Mathematical Systems - Introduction to Stochastic Calculus for Finance ◽

10.1007/3-540-34837-9_7 ◽

2006 ◽

pp. 113-124

Keyword(s):

Itô Calculus

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The Girsanov Transformation

Lecture Notes in Economics and Mathematical Systems - Introduction to Stochastic Calculus for Finance ◽

10.1007/3-540-34837-9_4 ◽

2006 ◽

pp. 55-65

Keyword(s):

Girsanov Transformation

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Term Structure Models

Lecture Notes in Economics and Mathematical Systems - Introduction to Stochastic Calculus for Finance ◽

10.1007/3-540-34837-9_6 ◽

2006 ◽

pp. 95-112

Keyword(s):

Term Structure ◽

Term Structure Models

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