Elementary Stochastic Calculus, With Finance In View

Thomas Mikosch

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.
  • Limba : Engleza
  • Data Publicarii : 02 Nov 1998
  • Format : Hardback
  • Numar pagini : 224
  • ISBN : 9789810235437
Rating:
271.99 Lei
Disponibilitate : La comanda

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