Continuous Stochastic Calculus with Applications to Finance (Bog, Hardback, Engelsk) af Michael Meyer

Continuous Stochastic Calculus with Applications to Finance

(Bog, Hardback, Engelsk)
Forfatter: Michael Meyer

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Beskrivelse

The prolonged boom in the U.S. and European stock markets has led to increased interest in the mathematics of security markets, most notably in the theory of stochastic integration. This text gives a rigorous development of the theory of stochastic integration as it applies to the valuation of derivative securities. It includes all of the tools rea

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Alle detaljer

Forlag Taylor & Francis Inc
Forfatter Michael Meyer
Type Bog
Format Hardback
Sprog Engelsk
Udgivelsesdato 25-10-2000
Første udgivelsesår 2000
Illustrationer 20 Illustrations, black and white
Originalsprog United States
Sideantal 336
Indbinding Hardback
Forlag Taylor & Francis Inc
Sideoplysninger 336 pages, 20 Illustrations, black and white
Mål 234 x 156
ISBN-13 / EAN-13 9781584882343