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Stochastic Processes

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Continuous-Time Asset Pricing Theory

Part of the book series: Springer Finance ((SFTEXT))

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Abstract

This chapter presents the basics of stochastic processes needed to study asset pricing theory.

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Author information

Authors and Affiliations

  1. Samuel Curtis Johnson Graduate School, Cornell University, Ithaca, New York, USA

    Robert A. Jarrow

Authors
  1. Robert A. Jarrow
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Jarrow, R.A. (2018). Stochastic Processes. In: Continuous-Time Asset Pricing Theory. Springer Finance(). Springer, Cham. https://doi.org/10.1007/978-3-319-77821-1_1

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