Stochastic Differential Equations and Their Application in Finance. An Overview
eBook - PDF

Stochastic Differential Equations and Their Application in Finance. An Overview

  1. 48 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Stochastic Differential Equations and Their Application in Finance. An Overview

About this book

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.

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Yes, you can access Stochastic Differential Equations and Their Application in Finance. An Overview by Erhabor Moses in PDF and/or ePUB format. We have over one million books available in our catalogue for you to explore.

Information

Publisher
GRIN Verlag
Year
2020
eBook ISBN
9783346113177
Edition
0

Table of contents