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Elementary Stochastic Calculus, with Finance in View - Advanced Series on Statistical Science and Applied Probability Mikosch, Thomas (University of Groningen)
Elementary Stochastic Calculus, with Finance in View - Advanced Series on Statistical Science and Applied Probability
Mikosch, Thomas (University of Groningen)
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 |