Elementary Stochastic Calculus, with Finance in View - Advanced Series on Statistical Science and Applied Probability - Mikosch, Thomas (University of Groningen) - Grāmatas - World Scientific Publishing Co Pte Ltd - 9789810235437 - 1998. gada 2. novembris
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Elementary Stochastic Calculus, with Finance in View - Advanced Series on Statistical Science and Applied Probability

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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.


224 pages

Mediji Grāmatas     Hardcover Book   (Grāmata ar cieto muguriņu un vāku)
Izlaists 1998. gada 2. novembris
ISBN13 9789810235437
Izdevēji World Scientific Publishing Co Pte Ltd
Lapas 226
Izmēri 163 × 224 × 20 mm   ·   480 g

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