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ELEMENTARY STOCHASTIC CALCULUS,... (V6) (Advanced Series on Statistical Science and Applied Probability, Band 6) - Hardcover

Mikosch T

 
9789810235437: ELEMENTARY STOCHASTIC CALCULUS,... (V6) (Advanced Series on Statistical Science and Applied Probability, Band 6)
Hardcover
ISBN 10: 9810235437 ISBN 13: 9789810235437
Verlag: World Scientific, 1999

Inhaltsangabe

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.

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Verlag
World Scientific
Erscheinungsdatum
1999
Sprache
Englisch
ISBN 10 
9810235437
ISBN 13 
9789810235437
Einband
Gebundene Ausgabe
Auflage
1
Anzahl der Seiten
226
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
gpsr@libri.de
gpsr@libri.de

Friedensallee 273
Hamburg
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Deutschland