Stochastic Calculus with Applications to Finance

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dc.contributor.advisor	Basharov, Aghamirza (Supervisor)
dc.contributor.advisor	Fernandez, Arran (Co-Supervisor)
dc.contributor.author	Kandeh, Bubacarr
dc.date.accessioned	2024-09-04T06:15:15Z
dc.date.available	2024-09-04T06:15:15Z
dc.date.issued	2020-07
dc.date.submitted	2020-07
dc.identifier.citation	Kandeh, Bubacarr. (2020). Stochastic Calculus with Applications to Finance. Thesis (M.S.), Eastern Mediterranean University, Institute of Graduate Studies and Research, Dept. of Mathematics, Famagusta: North Cyprus.	en_US
dc.identifier.uri	http://hdl.handle.net/11129/6103
dc.description	Master of Science in Applied Mathematics and Computer Science. Institute of Graduate Studies and Research. Thesis (M.S.) - Eastern Mediterranean University, Faculty of Arts and Sciences, Dept. of Mathematics, 2020. Co-Supervisor: Asst. Prof. Dr. Arran Fernandez Supervisor: Prof. Dr. Aghamirza Bashirov	en_US
dc.description.abstract	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.	en_US
dc.description.abstract	OZ:¨ Matematiksel finansın en temel iki yon¨ u; portf ¨ oy optimizasyonu ve portf ¨ oy¨ fiyatlandırmasıdır. Portfoy optimizasyonu, do ¨ grusal cebirden ve sıradan c¸ok ˘ degis¸kenli hesaplardan kavramları kullanır. ˘ Ote yandan, portf ¨ oy fiyatlaması stokastik ¨ hesapla modellenmis¸tir. Bu c¸alıs¸mada stokastik analizin gelis¸imine ve Portfoy¨ Fiyatlandırmasında finansmana nasıl uygulandıgına odaklanaca ˘ gız.	en_US
dc.language.iso	eng	en_US
dc.publisher	Eastern Mediterranean University (EMU) - Doğu Akdeniz Üniversitesi (DAÜ)	en_US
dc.rights	info:eu-repo/semantics/openAccess	en_US
dc.subject	Applied Mathematics and Computer Science Department	en_US
dc.subject	Calculus--Stochastic processes	en_US
dc.subject	Finance--Mathematical Models	en_US
dc.subject	Mathematical Finance--Stochastic Analysis	en_US
dc.subject	Stochastic and Wiener Processes, Ito calculus, Instantaneous Interest rate models, Continuous time pricing of the European call option, Black Scholes formula	en_US
dc.title	Stochastic Calculus with Applications to Finance	en_US
dc.type	masterThesis	en_US
dc.contributor.department	Eastern Mediterranean University, Faculty of Arts and Sciences, Dept. of Mathematics	en_US