Stochastic modelling for the financial markets. Part 1. Probabilistic tools
Stochastic modelling for the financial markets. Part 1. Probabilistic tools
Авторы: Pergamenshchikov S., Pchelintsev E.
Издательство: Национальный исследовательский Томский государственный университет
2017 г.
Кол-во страниц: 46
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The main goal of these lectures notes is to give the basic notions of the stochastic calculus such that conditional expectations, predictable processes, martingales, stochastic integrals and Ito's formula. The notes are intended for students of the Mathematics and Economical Faculties. This work was supported by the Ministry of Education and Science of the Russian Federation (Goszadanie No 1.472.2016/FPM).
