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...
| Autor principal: | |
|---|---|
| Format: | Llibre |
| Idioma: | English |
| Publicat: |
Singapore
World Scientific
c1998.
|
| Col·lecció: | Advanced series on statistical science & applied probability
vol. 6 |
| Matèries: |