Continuous Stochastic Calculus with Applications to Finance

Name: Continuous Stochastic Calculus with Applications to Finance
Brand: Chapman and Hall/CRC
Availability: OutOfStock
Rating: 5 (1 reviews)

By Michael Meyer

0 - Default Title

Description

The prolonged boom in the U.S. and European stock markets has led to increased interest in the mathematics of security markets, most notably in the theory of stochastic integration. This text gives a rigorous development of the theory of stochastic integration as it applies to the valuation of derivative securities. It includes all of the tools rea

Product details

Binding:

Paperback

Edition:

1

Number of Pages:

336

Release Date:

2019-12-02

Publication Date:

2019-12-02

Publisher:

Chapman and Hall/CRC

Languages:

Original: English

ISBN10:

0367455439

ISBN13:

9780367455439

GPSR Manufacturer Reference:

[email protected]

Weight:

512 g

Height:

156 cm

Width:

234 cm

Thickness:

18 cm

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