Zobacz książki o podobnej tematyce

Więcej informacji o Elementary Stochastic Calculus, With Finance In View

• Dane szczegółowe
• Opis
• Ulubione w innej kategorii

Za ten zakup dostaniesz 158 punkty

Opis

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.

Szczegóły książki

Kategoria Books in English Mathematics & science Mathematics Probability & statistics

• Pełny tytuł: Elementary Stochastic Calculus, With Finance In View
• Autor: Thomas (Univ Of Copenhagen Mikosch
• Język: Angielski
• Oprawa: Twarda
• Liczba stron: 224
• EAN: 9789810235437
• ISBN: 9810235437
• ID: 04342370
• Wydawca: World Scientific Publishing Co Pte Ltd
• Waga: 474 g
• Wymiary: 224 × 163 × 20 mm
• Data wydania: 02. November 1998

Ulubione w innej kategorii

---

---

---