Elementary Stochastic Calculus With Finance in View (H/C)
Elementary Stochastic Calculus With Finance in View (H/C)
Author: Mikosch T
ISBN: 9789810235437
Edition: 1ST - 1998
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Overview
Modelling With the Ito Integral or Stochastic Differential Equations Has Become Increasingly Important in Various Applied Fields, Including Physics, Biology, Chemistry and Finance. However, Stochastic Calculus is Based on a Deep Mathematical Theory. This Text Should Be Suitable for the Reader Without a Deep Mathematical Background. It Seeks to Provide an Elementary Introduction to That Area of Probability Theory, 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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Product Info
Weight:
0.449 kgDepartment:
AcademicGroup:
MathematicsCategory:
Print BooksAuthor:
Mikosch TPublisher:
ZZWORLD SCIENTIFIC PUBLISHINGISBN:
9789810235437Edition:
1ST - 1998Estimated Shipping:
Temporary Out of Stock: Estimated shipping within 6 weeks
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