Elementary Stochastic Calculus, With Finance In View

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Gebonden, 224 blz. | EN
World Scientific Publishing Co Pte Ltd | e druk, 1998
ISBN13: 9789810235437
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World Scientific Publishing Co Pte Ltd e druk, 1998 9789810235437
Verwachte levertijd ongeveer 8 werkdagen

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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

ISBN13:9789810235437
Taal:EN
Bindwijze:Gebonden
Aantal pagina's:224
Uitgever:World Scientific Publishing Co Pte Ltd

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        Elementary Stochastic Calculus, With Finance In View