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Please use this identifier to cite or link to this item: https://repository.sustech.edu/handle/123456789/15639
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dc.contributor.authorKhameis, Malik Mohamed Abdallah
dc.contributor.authorSupervisor ,- Emad Eldeen Abdallah Abdelrahim
dc.date.accessioned2017-03-02T08:28:50Z
dc.date.available2017-03-02T08:28:50Z
dc.date.issued2016-09-10
dc.identifier.citationKhameis, 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.urihttp://repository.sustech.edu/handle/123456789/15639
dc.descriptionThesisen_US
dc.description.abstractIn 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.sponsorshipSudan University of Science and Technologyen_US
dc.language.isoenen_US
dc.publisherSudan University of Science and Technologyen_US
dc.subjectMathematicsen_US
dc.subjectApplications to Financeen_US
dc.titleStochastic Calculus and Some Applications to Financeen_US
dc.title.alternativeحساب التفاضل والتكامل العشوائي وبعض التطبيقات الماليةen_US
dc.typeThesisen_US
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