Continuous Stochastic Calculus with Applications to Finance - Michael Meyer - Bøker - Taylor & Francis Ltd - 9780367455439 - 2. desember 2019
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Continuous Stochastic Calculus with Applications to Finance 1. utgave

Michael Meyer

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Continuous Stochastic Calculus with Applications to Finance 1. utgave

The prolonged boom in the U. S. and European stock markets has led to increased interest in the mathematics of security markets, most notably in the theory of stochastic integration. This text gives a rigorous development of the theory of stochastic integration as it applies to the valuation of derivative securities. It includes all of the tools rea


336 pages

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Utgitt 2. desember 2019
ISBN13 9780367455439
Utgivere Taylor & Francis Ltd
Antall sider 336
Mål 453 g
Språk Engelsk  

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