Elementary Stochastic Calculus, With Fin

Product information

€69.60

Stock: In Stock Online

Our USPs

free delivery icon
Free Delivery
Extended Range: Delivery 3-4 working days
dubray rewards icon
Dubray Rewards
Earn 278 Reward Points on this title

Elementary Stochastic Calculus, With Fin

Product information

Author: Thomas Mikosch

ISBN: 9789810235437

  1. Categories

  2. Probability And Statistics

Description

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.

Additional details