ELEMENTARY STOCHASTIC CALCULUS, WITH FINANCE IN VIEW (Advanced Statistical Science and Applied Probability) - Hardcover
Synopsis
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.
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Review
"It can be strongly recommended to graduate students and practitioners in the field of finace and economics." -- Mathematics Abstracts, 2000
"this is a well-written book, which makes the difficult object of mathematical finance easy to understand also for non-mathematicians." -- Statistical Papers, 2000
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ELEMENTARY STOCHASTIC CALCULUS, WITH FINANCE IN VIEW (Advanced Statistical Science and Applied Probability)
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World Scientific Publishing Company (edition ), 1998
ISBN 10: 9810235437
ISBN 13: 9789810235437
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ELEMENTARY STOCHASTIC CALCULUS, WITH FINANCE IN VIEW (Advanced Statistical Science and Applied Probability)
Published by
World Scientific Publishing Company, 1998
ISBN 10: 9810235437
ISBN 13: 9789810235437
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ELEMENTARY STOCHASTIC CALCULUS, WITH FINANCE IN VIEW (Advanced Statistical Science and Applied Probability)
Published by
World Scientific Publishing Company, 1998
ISBN 10: 9810235437
ISBN 13: 9789810235437
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ELEMENTARY STOCHASTIC CALCULUS, WITH FINANCE IN VIEW (Advanced Statistical Science and Applied Probability)
Published by
World Scientific Publishing Company, 1998
ISBN 10: 9810235437
ISBN 13: 9789810235437
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ELEMENTARY STOCHASTIC CALCULUS, WITH FINANCE IN VIEW (Advanced Statistical Science and Applied Probability)
Published by
World Scientific Publishing Company, 1998
ISBN 10: 9810235437
ISBN 13: 9789810235437
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ELEMENTARY STOCHASTIC CALCULUS,. (V6) (Advanced Series on Statistical Science and Applied Probability, Band 6)
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Elementary Stochastic Calculus With Finance in View (Advanced Series on Statistical Science and Applied Probability) (Volume 6)
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Elementary Stochastic Calculus with finance in view
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Elementary Stochastic Calculus With Finance in View (Volume 6)
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Elementary Stochastic Calculus, with Finance in View
Published by
World Scientific Publishing, 1998
ISBN 10: 9810235437
ISBN 13: 9789810235437
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