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Viac informácií o knihe Elementary Stochastic Calculus, With Finance In View

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Anotácia knihy

Modelling with the Ito 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 text should be suitable for the reader without a deep mathematical background. It seeks to provide 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.

Parametre knihy

Zaradenie knihy Knihy po anglicky Mathematics & science Mathematics Probability & statistics

• Celý názov: Elementary Stochastic Calculus, With Finance In View
• Autor: Thomas (Univ Of Copenhagen Mikosch
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 224
• EAN: 9789810235437
• ISBN: 9810235437
• ID: 04342370
• Nakladateľ: World Scientific Publishing Co Pte Ltd
• Hmotnosť: 474 g
• Rozmery: 224 × 163 × 20 mm
• Dátum vydania: 02. November 1998

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