Ebook Stochastic processes and calculus: An elementary introduction with applications – Part 2

Part 2 of ebook "Stochastic processes and calculus: An elementary introduction with applications" provides readers with contents including: Chapter 7 - Wiener processes (WP); Chapter 8 - Riemann integrals; Chapter 9 - Stieltjes integrals; Chapter 10 - Ito integrals; Chapter 11 - Itos lemma; Chapter 12 - Stochastic differential equations (SDE); Chapter 13 - Interest rate models; Chapter 14 - Asymptotics of integrated processes; Chapter 15 - Trends, integration tests and nonsense regressions; Chapter 16 - Cointegration analysis;...
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Ebook Stochastic processes and calculus: An elementary introduction with applications – Part 2