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 |
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.
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