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...

Deskribapen osoa

Xehetasun bibliografikoak
Egile nagusia: Mikosch, Thomas
Formatua: Liburua
Hizkuntza:English
Argitaratua: Singapore World Scientific c1998.
Saila:Advanced series on statistical science & applied probability vol. 6
Gaiak: