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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 Ito calculus and/or stochastic finance.
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 Ito calculus and/or stochastic finance.
| Erscheinungsjahr: | 1998 |
|---|---|
| Fachbereich: | Analysis |
| Genre: | Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Buch |
| Inhalt: | Gebunden |
| ISBN-13: | 9789810235437 |
| ISBN-10: | 9810235437 |
| Sprache: | Englisch |
| Ausstattung / Beilage: | HC gerader Rücken kaschiert |
| Einband: | Gebunden |
| Autor: | T Mikosch |
| Hersteller: | World Scientific |
| Maße: | 235 x 157 x 17 mm |
| Von/Mit: | T Mikosch |
| Erscheinungsdatum: | 30.10.1998 |
| Gewicht: | 0,487 kg |
| Erscheinungsjahr: | 1998 |
|---|---|
| Fachbereich: | Analysis |
| Genre: | Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Buch |
| Inhalt: | Gebunden |
| ISBN-13: | 9789810235437 |
| ISBN-10: | 9810235437 |
| Sprache: | Englisch |
| Ausstattung / Beilage: | HC gerader Rücken kaschiert |
| Einband: | Gebunden |
| Autor: | T Mikosch |
| Hersteller: | World Scientific |
| Maße: | 235 x 157 x 17 mm |
| Von/Mit: | T Mikosch |
| Erscheinungsdatum: | 30.10.1998 |
| Gewicht: | 0,487 kg |
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