Stochastic Calculus and Some Applications to Finance

Khameis, Malik Mohamed Abdallah; Supervisor ,- Emad Eldeen Abdallah Abdelrahim

dc.contributor.author	Khameis, Malik Mohamed Abdallah
dc.contributor.author	Supervisor ,- Emad Eldeen Abdallah Abdelrahim
dc.date.accessioned	2017-03-02T08:28:50Z
dc.date.available	2017-03-02T08:28:50Z
dc.date.issued	2016-09-10
dc.identifier.citation	Khameis, Malik Mohamed Abdallah . Stochastic Calculus and Some Applications to Finance / Malik Mohamed Abdallah Khameis ;Emad Eldeen Abdallah Abdelrahim .- Khartoum: Sudan University of Science and Technology, college of Science, 2016 .- 142p. : ill. ;28cm .- M.Sc.	en_US
dc.identifier.uri	http://repository.sustech.edu/handle/123456789/15639
dc.description	Thesis	en_US
dc.description.abstract	In this research we discuss some models and develop the stochastic calculus and some application to finance. By using the stochastic processes and as applications, we present Poisson process and Wiener process which used for modeling Brownian motion. Also we discuss Ito’s integrals and formulas, we used stochastic integration techniques. Also we discuss some examples to find mean and variance from the stochastic differential equations.	en_US
dc.description.sponsorship	Sudan University of Science and Technology	en_US
dc.language.iso	en	en_US
dc.publisher	Sudan University of Science and Technology	en_US
dc.subject	Mathematics	en_US
dc.subject	Applications to Finance	en_US
dc.title	Stochastic Calculus and Some Applications to Finance	en_US
dc.title.alternative	حساب التفاضل والتكامل العشوائي وبعض التطبيقات المالية	en_US
dc.type	Thesis	en_US