Elementary stochastic calculus with finance in view

"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-Schole...

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Bibliographic Details
Main Author: Mikosch, Thomas
Resource Type: Book
Language:English
Published: Singapore World Scientific c1998.
Series:Advanced series on statistical science & applied probability vol. 6
Subjects:

UP Cesar E.A. Virata School of Business (UP Diliman)

Accession # Call # Volume/Part# Copy # Collection Circulation Type Circulation Status
B-37404 QA 274.2 / M55 1998 Regular Circulation On-Shelf

School of Economics (UP Diliman)

Accession # Call # Volume/Part# Copy # Collection Circulation Type Circulation Status
ECON-33317 QA 274.2 / M55 1998 Regular Circulation On-Shelf

College of Science (UP Diliman)

Accession # Call # Volume/Part# Copy # Collection Circulation Type Circulation Status
CS/MA-2009-G-32 QA 274.2 / M54 1998 Regular Circulation On-Shelf

School of Statistics (UP Diliman)

Accession # Call # Volume/Part# Copy # Collection Circulation Type Circulation Status
SOS-11344 QA 274.2 / M55 1998 Regular Circulation On-Shelf