Elementary Stochastic Calculus With Finance in View 新书_图书内容介绍_剧情呢
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Elementary Stochastic Calculus With Finance in View读书介绍

类别 页数 译者 网友评分 年代 出版社
书籍 212页 8.3 2020 World Scientific Publishing Company
定价 出版日期 最近访问 访问指数
USD 58.00 2020-02-20 … 2020-03-03 … 34
主题/类型/题材/标签
数学,金融,教材,Finance,stochastic,金融数学,随机,概率,
作者
Thomas Mikosch      ISBN:9789810235437    原作名/别名:《》
内容和作者简介
Elementary Stochastic Calculus With Finance in View摘要

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...

作者简介

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.

本书后续版本
未发行或暂未收录
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