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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| Format: | Livre |
| Langue: | English |
| Publié: |
Singapore
World Scientific
c1998.
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| Collection: | Advanced series on statistical science & applied probability
vol. 6 |
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