Elementary Stochastic Calculus, With Finance In View

Elementary Stochastic Calculus, With Finance In View

AngličtinaPevná väzba
Mikosch Thomas
World Scientific Publishing Co Pte Ltd
EAN: 9789810235437
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Podrobné informácie

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.
EAN 9789810235437
ISBN 9810235437
Typ produktu Pevná väzba
Vydavateľ World Scientific Publishing Co Pte Ltd
Dátum vydania 2. novembra 1998
Stránky 224
Jazyk English
Rozmery 224 x 163 x 20
Krajina Singapore
Čitatelia Professional & Scholarly
Autori Mikosch Thomas
Séria Advanced Series on Statistical Science & Applied Probability