ELEMENTARY STOCHASTIC CALCULUS, WITH FINANCE IN VIEW (Advanced

ELEMENTARY STOCHASTIC CALCULUS, WITH FINANCE IN VIEW (Advanced Statistical Science and Applied Probability)
- Used Book in Good Condition
Modelling with the ItÃ´ 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 ItÃ´ calculus and/or stochastic finance.
Country USA
Brand World Scientific Publishing Company
Manufacturer World Scientific Publishing Company
Binding Hardcover
ItemPartNumber Refer to Sapnet.
UnitCount 1
EANs 9789810235437
ReleaseDate 0000-00-00

Country	USA
Brand	World Scientific Publishing Company
Manufacturer	World Scientific Publishing Company
Binding	Hardcover
ItemPartNumber	Refer to Sapnet.
UnitCount	1
EANs	9789810235437
ReleaseDate	0000-00-00

ELEMENTARY STOCHASTIC CALCULUS, WITH FINANCE IN VIEW (Advanced Statistical Science and Applied Probability)