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Elementary Stochastic Calculus, With Finance In View - Advanced Series on Statistical Science & Applied Probability
Mikosch, Thomas (Univ Of Copenhagen, Denmark)
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Elementary Stochastic Calculus, With Finance In View - Advanced Series on Statistical Science & Applied Probability
Mikosch, Thomas (Univ Of Copenhagen, Denmark)
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.
224 pages
Media | Kirjat Hardcover Book (Sidottu kirja kovilla kansilla sekä suojakannella) |
Julkaisupäivämäärä | maanantai 2. marraskuuta 1998 |
ISBN13 | 9789810235437 |
Tuottaja | World Scientific Publishing Co Pte Ltd |
Sivujen määrä | 224 |
Mitta | 163 × 224 × 20 mm · 474 g |