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Více informací o knize Elementary Stochastic Calculus, With Finance In View

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Anotace 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.

Parametry knihy

Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Probability & statistics

• Plný název: Elementary Stochastic Calculus, With Finance In View
• Autor: Thomas (Univ Of Copenhagen Mikosch
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 224
• EAN: 9789810235437
• ISBN: 9810235437
• ID: 04342370
• Nakladatelství: World Scientific Publishing Co Pte Ltd
• Hmotnost: 474 g
• Rozměry: 224 × 163 × 20 mm
• Datum vydání: 02. November 1998

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