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World Scientific Publishing Company Elementary Stochastic Calculus, With Finance In View

Name: Elementary Stochastic Calculus, With Finance In View
Brand: World Scientific Publishing Company

Professional Finance

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Modelling with the Itô 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 Itô calculus and/or stochastic finance.

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Brand: World Scientific Publishing Company
Format: hardcover
ASIN: 9810235437
Category: Books > Subjects > Business, Finance & Law > Professional Finance
Domain: Amazon UK
Release Date: 02 November 1998
Listed Since: 22 January 2007

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World Scientific Publishing Company Elementary Stochastic Calculus, With Finance In View

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