ELEMENTARY STOCHASTIC CALCULUS, WITH FINANCE IN VIEW (Advanced Statistical Science and Applied Probability)
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Product details
| Management number | 231713042 | Release Date | 2026/06/18 | List Price | US$13.56 | Model Number | 231713042 | ||
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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. Read more
| ISBN10 | 9810235437 |
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| ISBN13 | 978-9810235437 |
| Language | English |
| Publisher | World Scientific Publishing Company |
| Dimensions | 6.4 x 0.6 x 8.98 inches |
| Item Weight | 10.9 ounces |
| Print length | 224 pages |
| Publication date | November 12, 1998 |
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