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Elementary Stochastic Calculus, With Finance In View - Thomas (Univ Of Copenhagen Mikosch - Bog

Bag om Elementary Stochastic Calculus, With Finance In View

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9789810235437
  • Indbinding:
  • Hardback
  • Sideantal:
  • 224
  • Udgivet:
  • 2. november 1998
  • Størrelse:
  • 163x224x20 mm.
  • Vægt:
  • 474 g.
  • 8-11 hverdage.
  • 29. november 2024
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  • BLACK NOVEMBER

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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Elementary Stochastic Calculus, With Finance In View

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.

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