АвторыPergamenshchikov Serguei M., Pchelintsev Evgeny A.
STOCHASTIC MODELLING FOR THE FINANCIAL MARKETS. PART 1. PROBABILISTIC TOOLS
ИздательствоТомский ГУ
Тип изданияучебно-методическое пособие
Год издания2017
Скопировать биб. запись
Для каталогаPergamenshchikov, Serguei M. STOCHASTIC MODELLING FOR THE FINANCIAL MARKETS. PART 1. PROBABILISTIC TOOLS : Lectures notes for the courses "Stochastic Modelling" and "Theory of the Random Processes" taken by most Mathematics students and Economics students (Directions of training 01. 03. 01 - Mathematics and 38. 04. 01 - Economics) / Serguei M. Pergamenshchikov, Evgeny A. Pchelintsev - Томск : Издательский Дом Томского государственного университета, 2017. - 46 с. - Текст : электронный // ЭБС "Консультант студента" : [сайт]. - URL : https://www.studentlibrary.ru/book/tgu_001.html (дата обращения: 21.11.2024). - Режим доступа : по подписке.
АннотацияThe main goal of these lectures notes is to give the basic notions of the stochastic calculus such that conditional expectations, predictable processes, martingales, stochastic integrals and Ito's formula. The notes are intended for students of the Mathematics and Economical Faculties. This work was supported by the Ministry of Education and Science of the Russian Federation (Goszadanie No 1.472.2016/FPM).