ISBN: 9789810235437 - Elementary Stochastic Calculus, with Finance in View: 6 (advanced Series on Statistical Science & Applied Probability) (33 results)

Hardcover. Condition: Fair. The item might be beaten up but readable. May contain markings or highlighting, as well as stains, bent corners, or any other major defect, but the text is not obscured in any way.

Hardcover. Condition: Very Good. Minimal wear to cover. Pages clean and binding tight. shelf wear. bumped edges. Hardcover.

Hardback. Condition: Good. 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.…

Hardback. Condition: Good. 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.…

hardcover. Condition: Good. Good condition hardback. Minor edgwear and corner rubbing. Dust jacket is in good shape with no chipping or rips. Tulsa's largest used bookstore. Located on South Mingo Road since 1991. No-hassle return policy if not completely satisfied.

Paperback. Condition: Very Good. Modelling with the Ito 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 Ito calculus and/or stochastic finance. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.…

Condition: Fair. Volume 6. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,550grams, ISBN:9810235437.…

Condition: Good. Volume 6. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,550grams, ISBN:9789810235437.…

Condition: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. Dust jacket in fair condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,550grams, ISBN:9789810235437.…

Condition: Fair. Volume 6. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. Dust jacket in fair condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,550grams, ISBN:9789810235437.…

Hardcover. Condition: Like New. First Edition. First Edition, Later Printing. Published by World Scientific Publishing Company, 1998. Octavo. Hardcover. Book is like new. Dust jacket is like new, with some shelf/edgewear.

Hardcover. Condition: new. New Copy. Customer Service Guaranteed.

Hardcover. Condition: Very Good. Dust Jacket Condition: Very Good. Minor wear to book and dust jacket. Clean with no highlighting or writing detected on any pages. 30-day return policy. Free shipping within Canada. For shipments outside of Canada, custom duties or other charges may be levied on receipt. ; Volume 6; 6.4 X 0.6 X 8.98 inches; 224 pages.…

Hardcover. Condition: New. Ships in a BOX from Central Missouri! UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes).

Condition: New.

Soft cover. Condition: New. 1st Edition. 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).…

Condition: As New. Unread book in perfect condition.

HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000.

Hardcover. Condition: Brand New. 212 pages. 9.00x6.50x0.75 inches. In Stock.

Condition: New.

Hardback. Condition: New. 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.…

hardcover. Condition: New. In shrink wrap. Looks like an interesting title.

hardcover. Condition: New. In shrink wrap. Looks like an interesting title.

Condition: New.

Condition: New. 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. Series: Advanced Series on Statistical Science & Applied Probability. Num Pages: 224 pages, black & white illustrations. BIC Classification: KF; PBT; PBWL. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 224 x 163 x 20. Weight in Grams: 522. . 1998. 1st Ed. Hardcover. . . . . …

Condition: New. Satisfaction Guaranteed or your money back.

Hardcover. Condition: Brand New. 212 pages. 9.00x6.50x0.75 inches. In Stock.

Condition: New. 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. Series: Advanced Series on Statistical Science & Applied Probability. Num Pages: 224 pages, black & white illustrations. BIC Classification: KF; PBT; PBWL. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 224 x 163 x 20. Weight in Grams: 522. . 1998. 1st Ed. Hardcover. . . . . Books ship from the US and Ireland. …

Condition: As New. Unread book in perfect condition.

Hardback. Condition: New. 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.…