Concepedia

Stochastic Methods in Economics and Finance.

Larry J. Merville, A. G. Malliaris, W. A. Brock

The Journal of Finance · 1983 · 268 citations · 0 references

Concepts

EngineeringEconomicsFinanceFinancial EconomicsProbability TheoryStochastic ProcessesAsset Return ModelingFinancial MathematicsMarkov ChainsMarkov ProcessesStochastic CalculusStochastic Differential EquationsItô CalculusNumerical Methods For Stochastic Differential EquationsStochastic Financial ModelingStochastic Interest Rate ModelsStochastic Processes In Finance