Košík
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(prázdné)
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.
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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.
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- Nakladatel: World Scientific Publishing Co Pte Ltd
- Kód:
- Rok vydání: 1998
- Jazyk: Angličtina
- Vazba: Vázaná
- Počet stran: 224
- Šířka balení: 16.3 cm
- Výška balení: 22.4 cm
- Hloubka balení: 2 cm
- Váha balení: 480 g
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