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Elementary Stochastic Calculus, With Finance In View

Jezik EngleskiEngleski
Knjiga Tvrdi uvez
Knjiga Elementary Stochastic Calculus, With Finance In View Thomas (Univ Of Copenhagen Mikosch
Libristo kod: 04342370
Nakladnici World Scientific Publishing Co Pte Ltd, studeni 1998
Modelling with the Ito integral or stochastic differential equations has become increasingly importa... Cijeli opis
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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.

Informacije o knjizi

Puni naziv Elementary Stochastic Calculus, With Finance In View
Autor Thomas (Univ Of Copenhagen Mikosch
Jezik Engleski
Uvez Knjiga - Tvrdi uvez
Datum izdanja 1998
Broj stranica 224
EAN 9789810235437
ISBN 9810235437
Libristo kod 04342370
Nakladnici World Scientific Publishing Co Pte Ltd
Težina 474
Dimenzije 163 x 224 x 20

Kategorija

Mathematics & Science > Mathematics > Calculus & mathematical analysis > Calculus
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
Economics, Finance, Business & Management > Finance & accounting
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