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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Manylion Llyfryddiaeth
Prif Awdur: Mikosch, Thomas
Fformat: Llyfr
Iaith:English
Cyhoeddwyd: Singapore World Scientific c1998.
Cyfres:Advanced series on statistical science & applied probability vol. 6
Pynciau: