Stochastic models of financial mathematics
martingaleBrownian motionfinancial mathematicsstochastic differential equationsGirsanov theoremBlack-Scholes formulastochastic modelHeath-Jarrow-Morton modelCox-Ingersoll-Ross modelrisk-neutral probabilitiesoption GreeksAmerican and exotic optionsItô's formulaVašiček model
Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10) Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Interest rates, asset pricing, etc. (stochastic models) (91G30)
- scientific article; zbMATH DE number 4081235 (Why is no real title available?)
- Stochastic models of financial mathematics
- Martingale methods in financial modelling.
- scientific article; zbMATH DE number 5659770 (Why is no real title available?)
- Numerical treatment of stochastic models used in statistical systems and financial markets
- Stochastic modeling in economics and finance.
- From probability to finance. Lecture notes of BICMR summer school on financial mathematics, Beijing International Center for Mathematical Research, Beijing, China, May 29 -- June 9, 2017
- Stochastic differential equations in finance
- Stochastic modelling in finance
- Mathematical Finance
- An alternative approach to stochastic calculus for economic and financial models
- Stochastic methods in finance. II
- Conditioning diffusions with respect to incomplete observations
- Stochastic methods in economics and finance
- An enhanced applications of brownian motion to mathematical finance in stochastic modeling
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