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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
Michael Meyer
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
Media | Bøker Pocketbok (Bok med mykt omslag og limt rygg) |
Utgitt | 2. desember 2019 |
ISBN13 | 9780367455439 |
Utgivere | Taylor & Francis Ltd |
Antall sider | 336 |
Mål | 453 g |
Språk | Engelsk |
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