Elementary Stochastic Calculus, With Finance In View - Advanced Series on Statistical Science & Applied Probability - Mikosch, Thomas (Univ Of Copenhagen, Denmark) - Books - World Scientific Publishing Co Pte Ltd - 9789810235437 - November 2, 1998
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Mikosch, Thomas (Univ Of Copenhagen, Denmark)
Elementary Stochastic Calculus, With Finance In View - Advanced Series on Statistical Science & Applied Probability

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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.

224 pages

Media Books     Hardcover Book   (Book with hard spine and cover)
Released November 2, 1998
ISBN13 9789810235437
Publishers World Scientific Publishing Co Pte Ltd
Pages 226
Dimensions 163 × 224 × 20 mm   ·   480 g

See all of Mikosch, Thomas (Univ Of Copenhagen, Denmark) ( e.g. Hardcover Book )