ELEMENTARY STOCHASTIC CALCULUS,... (V6)
Av Thomas Mikosch, 1998.Del av serien Advanced Series on Statistical Science & Applied Probability.
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 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 Ito calculus and/or stochastic finance.
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Ikke tilgjengelig for Klikk&Hent
På nettlager. Bestilles fra England. Leveres normalt innen 5-8 virkedager.
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ELEMENTARY STOCHASTIC CALCULUS,... (V6)
Av Thomas Mikosch, 1998.Del av serien Advanced Series on Statistical Science & Applied Probability.
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 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 Ito calculus and/or stochastic finance.
Oppdag mer
Ved å fullføre kjøpet aksepterer jeg kjøpsvilkårene.
Ikke tilgjengelig for Klikk&Hent
På nettlager. Bestilles fra England. Leveres normalt innen 5-8 virkedager.
Ved å fullføre kjøpet aksepterer du kjøpsvilkårene.
