Elementary Stochastic Calculus With Finance in View - Couverture rigide

Mikosch, Thomas

 
9789810235437: Elementary Stochastic Calculus With Finance in View
Couverture rigide
ISBN 10 : 9810235437 ISBN 13 : 9789810235437
Editeur : World Scientific Publishing Co Pte Ltd, 1998

Synopsis

Modelling with the Itô 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 book is suitable for the reader without a deep mathematical background. It gives 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. The book can serve as a text for a course on stochastic calculus for non-mathematicians or as elementary reading material for anyone who wants to learn about Itô calculus and/or stochastic finance.

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Éditeur
World Scientific Publishing Co Pte Ltd
Date d'édition
1998
Langue
anglais
ISBN 10 
9810235437
ISBN 13 
9789810235437
Reliure
Relié
Numéro d'édition
1
Nombre de pages
226
Coordonnées du fabricant
non disponible
Personne responsable
gpsr@libri.de
gpsr@libri.de

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