Elementary Stochastic Calculus With Finance in View (Advanced Series on Statistical Science & Applied Probability, Vol 6) (Advanced Series on Statistical Science and Applied Probability)
Produs indisponibil momentan. Pentru comenzi va rugam trimiteti mail la adresa depozit2@prior.ro sau contactati-ne la numarul de telefon 021 210 89 28 Vedeti mai jos alte produse similare disponibile.
Cod produs/ISBN: 9789810235437
Disponibilitate: Acest produs nu este momentan in stoc
Autor: Thomas Mikosch
Editura: World Scientific
Limba: Engleza
Nr. pagini: 224
Coperta: Hardback
Dimensiuni: 15.2 x 1.4 x 22.9 cm
An aparitie: 1998
Modelling with the Itô 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 book is suitable for the reader without a deep mathematical background. It gives 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. The book can serve as a text for a course on stochastic calculus for non-mathematicians or as elementary reading material for anyone who wants to learn about Itô calculus and/or stochastic finance.
World Scientific
World Scientific
An aparitie | 1998 |
Autor | Thomas Mikosch |
Dimensiuni | 15.2 x 1.4 x 22.9 cm |
Editura | World Scientific |
Format | Hardback |
ISBN | 9789810235437 |
Limba | Engleza |
Nr pag | 224 |
Clientii ebookshop.ro nu au adaugat inca opinii pentru acest produs. Fii primul care adauga o parere, folosind formularul de mai jos.