Stochastic Methods

Crispin Gardiner

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2010

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Further, in response to the revolution in financial markets following from the discovery by Fischer Black and Myron Scholes of a reliable option pricing formula, I have written a chapter on the application of stochastic methods to financial markets.

ISBN-13
9783642089626
ISBN-10
3642089623
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Year
2010
Publication date
2010-10-19
Pages
447
Dimensions
235x156x26
Weight
674