Elementary Stochastic Calculus, With Finance In View - Advanced Series on Statistical Science & Applied Probability - Mikosch, Thomas (Univ Of Copenhagen, Denmark) - Bøger - World Scientific Publishing Co Pte Ltd - 9789810235437 - 2. november 1998
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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

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

Medie Bøger     Hardcover bog   (Bog med hård ryg og stift omslag)
Udgivet 2. november 1998
ISBN13 9789810235437
Forlag World Scientific Publishing Co Pte Ltd
Antal sider 224
Mål 163 × 224 × 20 mm   ·   474 g

Se alt med Mikosch, Thomas (Univ Of Copenhagen, Denmark) ( f.eks. Hardcover bog )