Weak Convergence of Financial Markets (Springer Finance) （2003. XIV, 422 p. w. 9 ill.）

Prigent, J.-L.

SPRINGER, BERLIN（2003発売）

• 製本 Hardcover:ハードカバー版／ページ数 422 p.
• 商品コード 9783540423331

Full Description

A comprehensive overview of weak convergence of stochastic processes and its application to the study of financial markets. Split into three parts, the first recalls the mathematics of stochastic processes and stochastic calculus with special emphasis on contiguity properties and weak convergence of stochastic integrals.