Elementary Stochastic Calculus, With Finance In View
Thomas (Univ Of Copenhagen, Denmark) Mikosch
World Scientific Publishing Co Pte Ltd, 1998
70,50 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9789810235437
- ISBN-10
- 9810235437
- Publisher
- World Scientific Publishing Co Pte Ltd
- Year
- 1998
- Publication date
- 1998-11-02
- Pages
- 226
- Dimensions
- 224x163x20
- Weight
- 480