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.
Specificaties
| ISBN/EAN | 9789810235437 |
| Auteur | Mikosch, Thomas (Univ Of Copenhagen, Denmark) |
| Uitgever | Van Ditmar Boekenimport B.V. |
| Taal | Engels |
| Uitvoering | Gebonden in harde band |
| Pagina's | 224 |
| Lengte | 236.0 mm |
| Breedte | 161.0 mm |