ELEMENTARY STOCHASTIC CALCULUS, WITH FINANCE IN VIEW (Advanced Statistical Science and Applied Probability)

Mikosch, Thomas

ISBN 10: 9810235437 / ISBN 13: 9789810235437

Verlag: World Scientific Publishing Company, 1998

Beschreibung

Book is in very good condition and may include minimal underlining highlighting. The book can also include "From the library of" labels. May not contain miscellaneous items toys, dvds, etc. . We offer 100% money back guarantee and 24 7 customer service.

Bestandsnummer des Verkäufers ZBV.9810235437.VG

Bibliografische Details

• Titel: ELEMENTARY STOCHASTIC CALCULUS, WITH FINANCE IN VIEW (Advanced Statistical Science and Applied Probability)
• Verlag: World Scientific Publishing Company
• Erscheinungsjahr: 1998
• Sprache: Englisch
• ISBN-10: 9810235437
• ISBN-13: 9789810235437
• Einband: Hardcover
• Zustand: very_good

Über diesen Titel

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.

Über die Autorin bzw. den Autor

Charlotte y Peter Fiell son dos autoridades en historia, teoría y crítica del diseño y han escrito más de sesenta libros sobre la materia, muchos de los cuales se han convertido en éxitos de ventas. También han impartido conferencias y cursos como profesores invitados, han comisariado exposiciones y asesorado a fabricantes, museos, salas de subastas y grandes coleccionistas privados de todo el mundo. Los Fiell han escrito numerosos libros para TASCHEN, entre los que se incluyen 1000 Chairs, Diseño del siglo XX, El diseño industrial de la A a la Z, Scandinavian Design y Diseño del siglo XXI.