Elementary Stochastic Calculus, with Finance in View

Thomas Mikosch

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Language: English

Published by Dev Publishers, 2019

9810235437 / 9789810235437

  • First Edition
  • Softcover
  • New
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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. (jacket).

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Title
Elementary Stochastic Calculus, with Finance in View
Author
Thomas Mikosch
Publisher
Dev Publishers
Publication year
2019
Condition
New
Binding
Soft cover
Language
English
ISBN 10
9810235437
ISBN 13
9789810235437
Edition
1st Edition

Vedams eBooks (P) Ltd

New Delhi, India

4-star seller

AbeBooks seller since January 30, 2009

Shipping rates from India to U.S.A.

Item20 to 24 business days4 to 7 business days
First itemUS$ 20.32US$ 37.16
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