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Elementary Stochastic Calculus, With Finance In View

Bag om Elementary Stochastic Calculus, With Finance In View

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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9789810235437
  • Indbinding:
  • Hardback
  • Sideantal:
  • 224
  • Udgivet:
  • 2. November 1998
  • Størrelse:
  • 163x224x20 mm.
  • Vægt:
  • 474 g.
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Leveringstid: 4-7 hverdage
Forventet levering: 7. Maj 2024

Beskrivelse af Elementary Stochastic Calculus, With Finance In View

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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