Elementary Stochastic Calculus With Finance in View. Questo articolo non è disponibile.
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Lingua: inglese
Editore: World Scientific Publishing Company, 1998
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Codice articolo 931198-5
- Titolo
- Elementary Stochastic Calculus With Finance in View
- Autore
- Mikosch, Thomas
- Editore
- World Scientific Publishing Company
- Anno di pubblicazione
- 1998
- Condizione
- good
- Rilegatura
- Rilegato
- Lingua
- inglese
- ISBN 10
- 9810235437
- ISBN 13
- 9789810235437
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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Sinossi
ELEMENTARY STOCHASTIC CALCULUS, WITH FINANCE IN VIEW (Advanced Statistical Science and Applied Probability) by Thomas Mikosch, 9789810235437
"Descrizione articolo" può appartenere a un’altra edizione di questo titolo.
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