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Business & Money

ELEMENTARY STOCHASTIC CALCULUS, WITH FINANCE IN VIEW (Advanced Statistical Science and Applied Probability)

Condition: USED (All books are in used condition)

Condition - Very Good
The item shows wear from consistent use, but it remains in good condition and functions properly. Item may arrive with damaged packaging or be repackaged. It may be marked, have identifying markings on it, or have minor cosmetic damage. It may also be missing some parts/accessories or bundled items.

ELEMENTARY STOCHASTIC CALCULUS, WITH FINANCE IN VIEW (Advanced Statistical Science and Applied Probability)
- Used Book in Good Condition
Modelling with the ItÃ´ 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 ItÃ´ calculus and/or stochastic finance.
Country USA
Brand World Scientific Publishing Company
Manufacturer World Scientific Publishing Company
Binding Hardcover
UnitCount 1
EANs 9789810235437
ReleaseDate 0000-00-00

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