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Elementary Stochastic Calculus, With Finance In View

av Thomas (Univ Of Copenhagen Mikosch

del av Advanced Series on Statistical Science & Applied Probability-serien

Elementary Stochastic Calculus, With Finance In View av Thomas (Univ Of Copenhagen Mikosch
Om Elementary Stochastic Calculus, With Finance In View

An elementary introduction to modelling with Ito integral or stochastic differential equations, without burdening the reader with a great deal of measure theory. Applications are taken from stochastic finance. In particular, the Black-Scholes option pricing formula is derived.

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  • Språk:
  • Engelska
  • ISBN:
  • 9789810235437
  • Format:
  • Inbunden
  • Sidor:
  • 224
  • Utgiven:
  • 2. november 1998
  • Mått:
  • 163x224x20 mm.
  • Vikt:
  • 474 g.
  I lager
Leveranstid: 4-7 vardagar
Förväntad leverans: 26. november 2024

Om Thomas (Univ Of Copenhagen Mikosch

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Beskrivning av Elementary Stochastic Calculus, With Finance In View

An elementary introduction to modelling with Ito integral or stochastic differential equations, without burdening the reader with a great deal of measure theory. Applications are taken from stochastic finance. In particular, the Black-Scholes option pricing formula is derived.

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