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
In case cover and title do not match, the title is correct

Elementary Stochastic Calculus, With Finance In View - Advanced Series on Statistical Science & Applied Probability

Mikosch, Thomas (Univ Of Copenhagen, Denmark)

Price
A$ 91.49
excl. VAT

Ordered from remote warehouse

Expected delivery Aug 11 - 20

Our customers say:

14-day return policy in accordance with European consumer protection law
Top ranking on Trustpilot
Add to your iMusic wish list

Elementary Stochastic Calculus, With Finance In View - Advanced Series on Statistical Science & Applied Probability

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 224
Dimensions 163 × 224 × 20 mm   ·   474 g

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