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Continuous Stochastic Calculus with Applications to Finance - Michael Meyer - Bog

af Michael Meyer
Continuous Stochastic Calculus with Applications to Finance af Michael Meyer
Bag om Continuous Stochastic Calculus with Applications to Finance

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

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780367455439
  • Indbinding:
  • Paperback
  • Sideantal:
  • 336
  • Udgivet:
  • 2. December 2019
  • Størrelse:
  • 156x234x0 mm.
  • Vægt:
  • 453 g.
  • 2-4 uger.
  • 25. Juni 2024
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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

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