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About S C A F: Tochastic Alculus and Pplications in Inance
This document provides a literature review of sources on stochastic calculus and its applications in finance. It lists several books and lecture notes that cover topics such as elementary stochastic calculus, mathematical finance theory and modeling, stochastic control, Brownian motion, geometric Brownian motion, the Ito lemma, and the Girsanov theorem. It also includes visualizations of Brownian motion over different time intervals and a visualization based on the Girsanov theorem.
Detailed Information
| Author: | ['alanpicard2303'] |
|---|---|
| Publication Year: | 2017 |
| Pages: | 19 |
| Language: | English |
| Format: | |
| Price: | FREE |
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