Elementary Stochastic Calculus, with Finance in View PDF ePub eBook

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Elementary Stochastic Calculus, with Finance in View free pdf Modelling with the Ito 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 text should be suitable for the reader without a deep mathematical background. It seeks to provide 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.

About Thomas Mikosch

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Details Book

Author : Thomas Mikosch
Publisher : World Scientific Publishing Co Pte Ltd
Data Published : 16 December 1998
ISBN : 9810235437
EAN : 9789810235437
Format Book : PDF, Epub, DOCx, TXT
Number of Pages : 224 pages
Age + : 15 years
Language : English
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