Книга Elementary Stochastic Calculus, With Finance In View Thomas (Univ Of Copenhagen Mikosch

Elementary Stochastic Calculus, With Finance In View

Език: Английски език
Корици: С твърди корици
Наличност: Външен склад
Изпращаме след 10-13 дни
59.30 115.97 лв
Modelling with the Ito integral or stochastic differential equations has become increasingly importa...

Информация за книгата

Език
Английски език
Корици
Книга - С твърди корици
Издадена
1998
страници
224
EAN
9789810235437
ISBN
9810235437
Enbook ID
04342370
Теглоt
474
Размери
163 x 224 x 20

Пълно описание

Modelling with the Ito 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 text should be suitable for the reader without a deep mathematical background. It seeks to provide 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.

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