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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ELEMENTARY STOCHASTIC CALCULUS, WITH FINANCE IN VIEW (Advanced Statistical Science and Applied Probability) by Thomas Mikosch, 9789810235437
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Da: BooksRun, Philadelphia, PA, U.S.A.
Hardcover. Condizione: Fair. The item might be beaten up but readable. May contain markings or highlighting, as well as stains, bent corners, or any other major defect, but the text is not obscured in any way. Codice articolo 9810235437-7-1
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Da: Blue Vase Books, Interlochen, MI, U.S.A.
Condizione: good. The item shows wear from consistent use, but it remains in good condition and works perfectly. All pages and cover are intact including the dust cover, if applicable . Spine may show signs of wear. Pages may include limited notes and highlighting. May NOT include discs, access code or other supplemental materials. Codice articolo BVV.9810235437.G
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Da: Gardner's Used Books, Inc., Tulsa, OK, U.S.A.
hardcover. Condizione: Good. Good condition hardback. Minor edgwear and corner rubbing. Dust jacket is in good shape with no chipping or rips. Tulsa's largest used bookstore. Located on South Mingo Road since 1991. No-hassle return policy if not completely satisfied. Codice articolo mon0000386736
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Da: Anybook.com, Lincoln, Regno Unito
Condizione: Fair. Volume 6. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,550grams, ISBN:9810235437. Codice articolo 2331720
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Da: Southampton Books, Sag Harbor, NY, U.S.A.
Hardcover. Condizione: Like New. First Edition. First Edition, Later Printing. Published by World Scientific Publishing Company, 1998. Octavo. Hardcover. Book is like new. Dust jacket is like new, with some shelf/edgewear. Codice articolo 540688
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Da: Anybook.com, Lincoln, Regno Unito
Condizione: Good. Volume 6. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,550grams, ISBN:9789810235437. Codice articolo 9768153
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Da: Anybook.com, Lincoln, Regno Unito
Condizione: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. Dust jacket in fair condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,550grams, ISBN:9789810235437. Codice articolo 9541364
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Da: Anybook.com, Lincoln, Regno Unito
Condizione: Fair. Volume 6. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. Dust jacket in fair condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,550grams, ISBN:9789810235437. Codice articolo 9541362
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Da: Skoob-ebooks, Pontiac, QC, Canada
Hardcover. Condizione: Very Good. Condizione sovraccoperta: Very Good. Minor wear to book and dust jacket. Clean with no highlighting or writing detected on any pages. 30-day return policy. Free shipping within Canada. For shipments outside of Canada, custom duties or other charges may be levied on receipt. ; Volume 6; 6.4 X 0.6 X 8.98 inches; 224 pages. Codice articolo 7472
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Da: GoldBooks, Denver, CO, U.S.A.
Hardcover. Condizione: new. New Copy. Customer Service Guaranteed. Codice articolo 50S53_28_9810235437
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