Elementary Stochastic Calculus, With Finance In View (Bog, Hardback, Engelsk) af Thomas (Univ Of Copenhagen Mikosch
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Elementary Stochastic Calculus, With Finance In View

(Bog, Hardback, Engelsk)
Forfatter: Thomas (Univ Of Copenhagen Mikosch
Elementary Stochastic Calculus, With Finance In View
Forlag: World Scientific Publishing Co Pte Ltd

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Beskrivelse

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.

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Alle detaljer

Forlag World Scientific Publishing Co Pte Ltd
Forfatter Thomas (Univ Of Copenhagen Mikosch
Type Bog
Format Hardback
Sprog Engelsk
Udgivelsesdato 02-11-1998
Første udgivelsesår 1998
Serie Advanced Series on Statistical Science & Applied Probability
Originalsprog Singapore
Sideantal 224
Indbinding Hardback
Forlag World Scientific Publishing Co Pte Ltd
Sideoplysninger 224 pages
Mål 224 x 163 x 20
ISBN-13 / EAN-13 9789810235437