A CRASH COURSE IN STOCHASTIC CALCULUS APPLICATIONS FOR ECONOMIC MODELS

Main Article Content

Ulises Cárcamo Cárcamo

Abstract

The importance of the stochastic differential equations, and, in general of the stochastic calculus in economics, has not been properly emphasized in our academic communities. Unlike the applications to finance, the our academic environment. This elementary course is an invitation inter-disciplinary groups of Mathematics and Economics to st utod yc resautceh, applications.

Downloads

Download data is not yet available.

Article Details

Section

APROXIMACIONES EN INVESTIGACIÓN

Author Biography

Ulises Cárcamo Cárcamo, Universidad EAFIT

Licenciado en Matemáticas,  Magíster en Matemáticas Aplicadas de la Universidad EAFIT. Doctor en Matemáticas aplicadas y computacional de la Universidad de Canterbury, New Zealand. Actualmente, es profesor de tiempo completo del Departamento e investigador en modelos de tiempo continuo para finanzas, en simulación y series de tiempo.

How to Cite

Cárcamo, U. C. (2004). A CRASH COURSE IN STOCHASTIC CALCULUS APPLICATIONS FOR ECONOMIC MODELS. Semestre Económico, 7(14), 130-147. https://revistas.udem.edu.co/index.php/economico/article/view/1134

References