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Elementary Stochastic Calculus, With Finance In View
World Scientific Publishing Co Pte Ltd
£48.00
£45.00
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.
- | By (Author): Thomas (Univ Of Copenhagen, Denmark) Mikosch
- | Series: Advanced Series on Statistical Science & Applied Probability
- | Publisher: World Scientific Publishing Co Pte Ltd
- | Publication Date: Nov 02, 1998
- | Country of Publication: Singapore
- | Number of Pages: 224 pages
- | Language: Not available
- | Binding: Hardback
- | ISBN-10: 0007233485
- | ISBN-13: 9789810235437
- By (Author):
- Thomas (Univ Of Copenhagen, Denmark) Mikosch
- Publisher:
- World Scientific Publishing Co Pte Ltd
- Publication Date:
- Nov 02, 1998
- Series:
- Advanced Series on Statistical Science & Applied Probability
- Country of Publication:
- Singapore
- Number of pages:
- 224 pages
- Binding:
- Hardback
- Language:
- Not available
- ISBN-13:
- 9789810235437