Stochastic Calculus with Applications to Finance
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Abstract (EN)
The two most fundamental aspects of mathematical finance are; portfolio optimization and portfolio pricing. Portfolio optimization uses concepts from linear algebra and ordinary multi-variable calculus. On the other hand, portfolio pricing is modelled by stochastic calculus. In this work we will focus our interest in the development of stochastic calculus and how it is applied to finance in Portfolio Pricing.
Author
Bubacarr Kandeh
How to Cite
Bubacarr Kandeh (Master Thesis). Stochastic Calculus with Applications to Finance, 2020, Eastern Mediterranean University, Department of Mathematics.
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