Elementary Stochastic Calculus, With Finance In View
Language: English
Published by World Scientific Publishing Co Pte Ltd, SG, 1998
- Hardcover
- New
Seller: Rarewaves.com USA, London, London, United KingdomRarewaves.com USA
AbeBooks seller since June 11, 2025
Condition: New
£ 54.66
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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.
Seller Inventory # LU-9789810235437
- Title
- Elementary Stochastic Calculus, With Finance In View
- Author
- Thomas Mikosch
- Publisher
- World Scientific Publishing Co Pte Ltd, SG
- Publication year
- 1998
- Condition
- New
- Binding
- Hardback
- Language
- English
- ISBN 10
- 9810235437
- ISBN 13
- 9789810235437
- Dimensions
- 15.24 x 1.42 x 22.86 cm
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Rarewaves.com USA
London, London, United Kingdom
AbeBooks seller since June 11, 2025
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