Principles of Infinitesimal Stochastic and Financial Analysis

Berg, Imme van den:

ISBN 10: 9810243588 / ISBN 13: 9789810243586

Published by World Scientific Publishing, 2000

About this Item

148 pp. Cover discolored at the spine, otherwise well preserved copy 345 Sprache: Englisch Gewicht in Gramm: 437.

Seller Inventory # 39779

Bibliographic Details

• Title: Principles of Infinitesimal Stochastic and Financial Analysis
• Publisher: World Scientific Publishing
• Publication Date: 2000
• Language: English
• ISBN 10: 9810243588
• ISBN 13: 9789810243586
• Binding: Hardcover
• Condition: Gut
• Seller catalogs:
  • Mathematik

About this title

Synopsis

Presents the theory of option-pricing, avoiding continuous-time stochastic processes. Develops the tools necessary for an accurate description of the self-financing hedging strategies and an effective calculation of stock and option prices.