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
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Da: World of Books (was SecondSale), Montgomery, IL, U.S.A.
Hardback. Condizione: Good. 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. Codice articolo 00109465263
Quantità: 1 disponibili
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
Quantità: 2 disponibili
Da: World of Books Inc, Montgomery, IL, U.S.A.
Hardback. Condizione: Good. 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. Codice articolo CIN9810235437G
Quantità: 1 disponibili
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
Quantità: 1 disponibili
Da: Housing Works Online Bookstore, New York, NY, U.S.A.
Hardcover. Condizione: Very Good. Minimal wear to cover. Pages clean and binding tight. shelf wear. bumped edges. Hardcover. Codice articolo KN2-03103-IN
Quantità: 1 disponibili
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
Quantità: 1 disponibili
Da: medimops, Berlin, Germania
Condizione: good. Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present. Codice articolo M09810235437-G
Quantità: 1 disponibili
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
Quantità: 1 disponibili
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
Quantità: 1 disponibili
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
Quantità: 1 disponibili