Chapman and Hall/CRC
Book VII: Brownian Motion and Other Stochastic Processes
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كتاب مطبوع
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This is the seventh book in a set of ten published under the collective title of Foundations of Quantitative Finance. It introduces and develops properties of Brownian motion as well as two other classes of stochastic processes: Markov processes and martingales. It is for researchers and practitioners of quantitative finance.
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