SKU/Artículo: AMZ-9810235437

ELEMENTARY STOCHASTIC CALCULUS, WITH FINANCE IN VIEW (Advanced Statistical Science and Applied Probability)

Format:

Hardcover

Hardcover

Paperback

Detalles del producto
Disponibilidad:
En stock
Peso con empaque:
0.31 kg
Devolución:
No
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Nuevo
Producto de:
Amazon
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USA

Sobre este producto
  • Modelling with the Itô integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology, chemistry and finance. However, stochastic calculus is based on a deep mathematical theory.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-Scholes option pricing formula is derived. The book can serve as a text for a course on stochastic calculus for non-mathematicians or as elementary reading material for anyone who wants to learn about Itô calculus and/or stochastic finance.
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AR$96.364
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Used Book in Good Condition