Pt. I. Stochastic analysis and systems. 1. Multidimensional Wick-Ito formula for Gaussian processes / D. Nualart and S. Ortiz-Latorre. 2. Fractional white noise
This volume is a collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to fin
Financial engineering has been proven to be a useful tool for risk management, but using the theory in practice requires a thorough understanding of the risks a
Incorporates the many tools needed for modeling and pricing infinance and insurance Introductory Stochastic Analysis for Finance and Insuranceintroduces readers
Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction