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Elementary Stochastic Calculus, with Finance in View: 6 (Advanced Series on Statistical Science & Applied Probability) Book
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.Read More
from£21.40 | RRP: * Excludes Voucher Code Discount Also available Used from £12.27
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Blackwell
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.
- 9810235437
- 9789810235437
- Thomas Mikosch
- 16 December 1998
- World Scientific Publishing Co Pte Ltd
- Hardcover (Book)
- 212
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