ELEMENTARY STOCHASTIC CALCULUS,... (V6)
Modelling with the Itô 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 Itô calculus and/or stochastic finance.
Mehr anzeigenSofort verfügbar, Lieferzeit: 1-3 Tage
Nur noch wenige Artikel verfügbar!
Weitere Infos zum Zustand
21,81 €
Preise inkl. MwSt. zzgl. Versandkosten
14 Tage Zufriedenheitsgarantie
Risikofrei bestellen
Geprüfte Gebrauchtware
Einzeln geprüft
Produktinformationen "ELEMENTARY STOCHASTIC CALCULUS,... (V6)"
Anmelden
Versandkostenfrei ab 29 €
14 Tage Rückgaberecht - Kein Risiko
Geprüfte Gebrauchtware