Elementary Stochastic Calculus, With Finance In View
€76.90
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Product Information
| ISBN | 9789810235437 |
|---|---|
| Publisher | World Scientific Publishing Co Pte Ltd |
| Price (excl. tax) | €72.55 |
| Tax | €4.35 |
| Price (incl. tax) | €76.90 |
| Availability | 1 unit in external warehouse |
Product 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.