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Elementary Stochastic Calculus, With Finance In View

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In Stock (492)

£ 54.00

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.

Book Details
EAN:
9789810235437
Binding:
Hardback
Dimensions(mm):
224 x 163 x 20
Publication Date:
1998-11-02
Publication Country:
Singapore