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Elementary Stochastic Calculus, With Finance In View
idioma: inglês
Editor:
WORLD SCIENTIFIC PUBLISHING CO PTE LTD, novembro de 1998 ‧
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45,42€
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SINOPSE
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.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9789810235437 |
| Editor: | WORLD SCIENTIFIC PUBLISHING CO PTE LTD |
| Data de Lançamento: | novembro de 1998 |
| Idioma: | Inglês |
| Dimensões: | 164 x 236 x 16 mm |
| Encadernação: | Capa dura |
| Páginas: | 226 |
| Tipo de produto: | Livro |
| Coleção: | Advanced Series On Statistical Science & Applied Probability |
| Classificação Temática: |
Livros em Inglês
>
Economia, Finanças e Contabilidade
>
Finanças
|
| EAN: | 9789810235437 |
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