Elementary Stochastic Calculus, With Finance In View
76,90 €
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Información del producto
| ISBN | 9789810235437 |
|---|---|
| Editorial | World Scientific Publishing Co Pte Ltd |
| Precio (sin IVA) | 72,55 € |
| Impuestos | 4,35 € |
| Precio (IVA incluido) | 76,90 € |
| Disponibilidad | 2 Unidades En almacén externo |
Descripción del producto
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.