Elementary Stochastic Calculus, With Finance In View
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 prici
MIKOSCH, THOMAS (UNIV OF COPENHAGEN, DENMARK)
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 prici
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9789810235437Mladinska knjiga ID
9789810235437Leto izida
1998Datum izida
02.11.1998Število strani
224Status dobavljivosti
7-10 delovnih dniZbirka
Advanced Series on Statistical Science & Applied ProbabilityZaložnik
World Scientific Publishing Co Pte LtdAvtor
Mikosch, Thomas (Univ Of Copenhagen, Denmark)Dimenzije
224 x 163 x 20BIC
PBTOpis
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.Pogosto kupljeno skupaj
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