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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Bibliografiske detaljer
Hovedforfatter: Mikosch, Thomas
Format: Bog
Sprog:English
Udgivet: Singapore World Scientific c1998.
Serier:Advanced series on statistical science & applied probability vol. 6
Fag: