Elementary Stochastic Calculus, with Finance in View download torrent

Elementary Stochastic Calculus, with Finance in View by Thomas Mikosch

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Author: Thomas Mikosch
Number of Pages: 224 pages
Published Date: 01 Jan 1999
Publisher: World Scientific Publishing Co Pte Ltd
Publication Country: Singapore, Singapore
Language: English
Format: PDF
ISBN: 9789810235437
File Name: Elementary.Stochastic.Calculus,.with.Finance.in.View.pdf
Download Link: Elementary Stochastic Calculus, with Finance in View
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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 text should be suitable for the reader without a deep mathematical background. It seeks to provide 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.

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