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Continuous Stochastic Calculus With Applications To Finance

by Michael Meyer
Book eBook
language: english
Publisher: TAYLOR & FRANCIS INC, October of 2000 ‧
256,86€
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The prolonged boom in the U.S. and European stock markets has led to increased interest in the mathematics of security markets, most notably in the theory of stochastic integration. This text gives a rigorous development of the theory of stochastic integration as it applies to the valuation of derivative securities. It includes all of the tools rea

Continuous Stochastic Calculus With Applications To Finance

by Michael Meyer

Property Description
ISBN: 9781584882343
Publisher: TAYLOR & FRANCIS INC
Release Date: October of 2000
Language: English
Dimensions: 156 x 235 x 24 mm
Cover: Hardcover
Pages: 336
Format: Book
Categories: Books in English > Economics, Finance and Accounting > Economy
EAN: 9781584882343