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...

Celý popis

Podrobná bibliografie
Hlavní autor: Mikosch, Thomas
Médium: Kniha
Jazyk:English
Vydáno: Singapore World Scientific c1998.
Edice:Advanced series on statistical science & applied probability vol. 6
Témata: