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Continuous Stochastic Calculus with Applications to Finance

Continuous Stochastic Calculus with Applications to Finance

Michael Meyer

117,47 €
IVA incluido
Disponible
Editorial:
Taylor & Francis Ltd
Año de edición:
2019
Materia
Matemáticas
ISBN:
9780367455439
117,47 €
IVA incluido
Disponible

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Sobre IBD

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

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