Elementary Stochastic Calculus, With Finance In View - Advanced Series on Statistical Science & Applied Probability - Mikosch, Thomas (Univ Of Copenhagen, Denmark) - Livros - World Scientific Publishing Co Pte Ltd - 9789810235437 - 2 de novembro de 1998
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Elementary Stochastic Calculus, With Finance In View - Advanced Series on Statistical Science & Applied Probability

Mikosch, Thomas (Univ Of Copenhagen, Denmark)

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Elementary Stochastic Calculus, With Finance In View - Advanced Series on Statistical Science & Applied Probability

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.


224 pages

Mídia Livros     Hardcover Book   (Livro com lombada e capa dura)
Lançado 2 de novembro de 1998
ISBN13 9789810235437
Editoras World Scientific Publishing Co Pte Ltd
Páginas 224
Dimensões 163 × 224 × 20 mm   ·   474 g