Description: Further DetailsTitle: Elementary Stochastic Calculus, With Finance In ViewCondition: NewFormat: HardbackEAN: 9789810235437ISBN: 9789810235437Publisher: World Scientific Publishing Co Pte LtdRelease Date: 11/02/1998Description: Modelling with the Itô 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 Itô calculus and/or stochastic finance.Language: EnglishCountry/Region of Manufacture: SGAuthor: Thomas MikoschGenre: Science Nature & MathBook Series: Advanced Series on Statistical Science & Applied ProbabilityTopic: Business & FinanceRelease Year: 1998 Missing Information?Please contact us if any details are missing and where possible we will add the information to our listing.
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Book Title: Elementary Stochastic Calculus, With Finance In View
Title: Elementary Stochastic Calculus, With Finance In View
EAN: 9789810235437
ISBN: 9789810235437
Release Date: 11/02/1998
Release Year: 1998
Country/Region of Manufacture: SG
Genre: Science Nature & Math
Topic: Business & Finance
Number of Pages: 224 Pages
Publication Name: Elementary Stochastic Calculus, with Finance in View
Language: English
Publisher: World Industries Scientific Publishing Co Pte LTD
Item Height: 0.6 in
Publication Year: 1998
Subject: Probability & Statistics / Stochastic Processes, Probability & Statistics / General
Item Weight: 14.9 Oz
Type: Textbook
Subject Area: Mathematics
Author: Thomas Mikosch
Item Length: 8.8 in
Item Width: 6.3 in
Series: Advanced Series on Statistical Science and Applied Probability
Format: Hardcover
