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Continuous Stochastic Calculus with Applications to Finance

Language EnglishEnglish
Book Hardback
Book Continuous Stochastic Calculus with Applications to Finance Michael Meyer
Libristo code: 06678914
Publishers Taylor & Francis Inc, October 2000
Offers a development of the theory of stochastic integration as it applies to the valuation of deriv... Full description
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Offers a development of the theory of stochastic integration as it applies to the valuation of derivative securities. This book includes the tools readers need to understand how the stochastic integral is constructed with respect to a general continuous martingale.

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About the book

Full name Continuous Stochastic Calculus with Applications to Finance
Author Michael Meyer
Language English
Binding Book - Hardback
Date of issue 2000
Number of pages 336
EAN 9781584882343
ISBN 9781584882343
Libristo code 06678914
Publishers Taylor & Francis Inc
Weight 640
Dimensions 156 x 235 x 24

Categories

Economics, Finance, Business & Management > Finance & accounting > Finance > Investment & securities
Mathematics & Science > Mathematics > Applied mathematics > Mathematical modelling
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
Economics, Finance, Business & Management > Economics
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