ELEMENTARY STOCHASTIC CALCULUS, WITH FINANCE IN VIEW (Advanced Statistical Science and Applied Probability)
Mikosch T
ISBN 10: 9810235437 ISBN 13: 9789810235437
Published by World Scientific Publishing Company, 1998
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About this Item
Description:
Pages are clean with no markings. May show minor signs of wear or cosmetic defects marks, cuts, bends, or scuffs on the cover, spine, pages, or dust jacket. May have remainder marks on edges. Seller Inventory # DBV.9810235437.VG
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.
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
"About this title" may belong to another edition of this title.
Bibliographic Details
Title: ELEMENTARY STOCHASTIC CALCULUS, WITH FINANCE...
Publisher: World Scientific Publishing Company
Publication Date: 1998
Binding: Hardcover
Condition: very_good
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Elementary Stochastic Calculus, With Finance In View
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ISBN 10: 9810235437
ISBN 13: 9789810235437
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Elementary Stochastic Calculus, with Finance in View
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Elementary Stochastic Calculus, with Finance in View
Published by
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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 Comp, 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)
Published by
World Scientific Publishing Company, 1998
ISBN 10: 9810235437
ISBN 13: 9789810235437
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Hardcover. Condition: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less. Seller Inventory # G9810235437I3N00
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Elementary Stochastic Calculus, . (V6)
Published by
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ISBN 10: 9810235437
ISBN 13: 9789810235437
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Hardcover. Condition: Very Good. No Jacket. Missing dust jacket; May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less. Seller Inventory # G9810235437I4N01
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Elementary Stochastic Calculus, . (V6)
Published by
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ISBN 10: 9810235437
ISBN 13: 9789810235437
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Hardcover. Condition: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less. Seller Inventory # G9810235437I3N00
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Elementary Stochastic Calculus With Finance in View (Advanced Series on Statistical Science and Applied Probability) (Volume 6)
Seller: Anybook.com, Lincoln, United Kingdom
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Condition: Good. Volume 6. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,550grams, ISBN:9789810235437. Seller Inventory # 9768153
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