Elementary Stochastic Calculus With Finance in View. This item is unavailable.
41 ratings by Goodreads
Language: English
Published by World Scientific, 1998
- Hardcover
- Used
Heritage seller
Seller: Anybook.com, Lincoln, United KingdomAnybook.com
5-star seller
AbeBooks seller since December 22, 1999
Unavailable
Hardcover
Condition: Used - Fair
US$ 22.51
Item description from seller
This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. Dust jacket in fair condition. 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 # 9541363
- Title
- Elementary Stochastic Calculus With Finance in View
- Author
- Mikosch, Thomas
- Publisher
- World Scientific
- Publication year
- 1998
- Condition
- Fair
- Dust jacket
- Dust Jacket Included
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 9810235437
- ISBN 13
- 9789810235437
- Item weight
- 550 grams
- Seller catalogs
- Mathematics
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.
"Synopsis" may belong to another edition of this title.
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
"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 the title" may belong to another edition of this title.
Search results for Elementary Stochastic Calculus With Finance in View
There are 27 more copies of this bookView all results