Elementary Stochastic Calculus with Finance in View is popular PDF and ePub book, written by Thomas Mikosch in 1998, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Elementary Stochastic Calculus with Finance in View can be Read Online from any device for your convenience.
Elementary Stochastic Calculus with Finance in View Book PDF Summary
Modelling with the Ito integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology, chemistry and finance. However, stochastic calculus is based on a deep mathematical theory. This book is suitable for the reader without a deep mathematical background. It gives an elementary introduction to that area of probability theory, 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. The book can serve as a text for a course on stochastic calculus for non-mathematicians or as elementary reading material for anyone who wants to learn about Ito calculus and/or stochastic finance.
Detail Book of Elementary Stochastic Calculus with Finance in View PDF
- Author : Thomas Mikosch
- Release : 30 September 1998
- Publisher : World Scientific
- ISBN : 9810235437
- Genre : Mathematics
- Total Page : 230 pages
- Language : English
- PDF File Size : 21,5 Mb
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