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Item Details
| Title:
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ELEMENTARY STOCHASTIC CALCULUS, WITH FINANCE IN VIEW
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| By: |
Thomas Mikosch |
| Format: |
Hardback |
| List price:
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£48.00 |
| Our price: |
£43.20 |
| Discount: |
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| You save:
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£4.80 |
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| ISBN 10: |
9810235437 |
| ISBN 13: |
9789810235437 |
| Availability: |
Usually dispatched within 3-5 days.
 Delivery
rates
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| Stock: |
Currently 2 available |
| Publisher: |
WORLD SCIENTIFIC PUBLISHING CO PTE LTD |
| Pub. date: |
2 November, 1998 |
| Series: |
Advanced Series on Statistical Science & Applied Probability 6 |
| Pages: |
224 |
| Description: |
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. |
| Synopsis: |
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 book is suitable for the reader without a deep mathematical background. It gives 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. The book can serve as a text for a course on stochastic calculus for non-mathematicians or as elementary reading material for anyone who wants to learn about Ito calculus and/or stochastic finance. |
| Publication: |
Singapore |
| Imprint: |
World Scientific Publishing Co Pte Ltd |
| Returns: |
Returnable |
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