World Scientific Publishing Company
Elementary Stochastic Calculus, ... (V6)
Product Code:
9789810235437
ISBN13:
9789810235437
Condition:
New
$64.59
Elementary Stochastic Calculus, ... (V6)
$64.59
Modelling with the It? 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 It? calculus and/or stochastic finance.
| Author: Thomas Mikosch |
| Publisher: World Scientific Publishing Company |
| Publication Date: 36101 |
| Number of Pages: 224 pages |
| Binding: Mathematics |
| ISBN-10: 9810235437 |
| ISBN-13: 9789810235437 |
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