Elementary Stochastic Calculus, with Finance in View

Thomas Mikosch

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Language: English

Published by World Scientific Publishing Co Pte Ltd, 1998

9810235437 / 9789810235437

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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. Series: Advanced Series on Statistical Science & Applied Probability. Num Pages: 224 pages, black & white illustrations. BIC Classification: KF; PBT; PBWL. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 224 x 163 x 20. Weight in Grams: 522. . 1998. 1st Ed. Hardcover. . . . .

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Title
Elementary Stochastic Calculus, with Finance in View
Author
Thomas Mikosch
Publisher
World Scientific Publishing Co Pte Ltd
Publication year
1998
Condition
New
Binding
Hardcover
Language
English
ISBN 10
9810235437
ISBN 13
9789810235437
Edition
1st Edition

Kennys Bookshop and Art Galleries Ltd.

Galway, GY, Ireland

5-star seller

AbeBooks seller since February 27, 2001

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Kennys.ie is the largest exporter of books from Ireland currently exporting to approximately 100 countries around the world. Kennys Bookshop houses hundreds of thousands of books and specialises in collection development and library services, supplying booksellers and state and university libraries on a global scale including the U.S.A.,Japan and Europe. Kennys.ie is Ireland's Largest Online Bookshop.

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