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Elementary Stochastic Calculus, with Fin 1st Edition 19.0%OFF

Elementary Stochastic Calculus, with Fin 1st Edition

by Thomas Mikosch

  • ISBN

    :  

    9789810235437

  • Publisher

    :  

    World Scientific Publishing Company

  • Subject

    :  

    Mathematics

  • Binding

    :  

    Hardcover

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4947.0

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₹

4007.0

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  • Description

    An elementary introduction to modelling with Ito integral or stochastic differential equations, 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.

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