Wat is dit voor site? Wij zoeken de goedkoopste boeken op internet. Elementary Stochastic Calculus, With Finance In Viewvonden we het goedkoopst op Bol.com voor €51.00. We hebben gezocht in nieuwe en tweedehands boeken. Rechtsonderaan de pagina kan je het boek direct bestellen via Bol .com.
Engels | Druk: 1 | Hardcover | 9789810235437 | 224 pagina's
Thomas Mikosch, T. Mikosch - 9789810235437
Engels | Druk: 1 | Hardcover | 9789810235437 | 224 pagina's
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.
Levertijd: 2 - 3 weken
€
Elementary Stochastic Calculus, With Finance In View Engels | Druk: 1 | Hardcover | 9789810235437 | 224 pagina's | |
---|---|
Taal | Engels |
Bindwijze | Hardcover |
Druk | 1 |
Verschijningsdatum | november 1998 |
Afmetingen | 22,5 x 16 x 1,7 cm |
Aantal pagina's | 224 pagina's |
Illustraties | Nee |
Auteur(s) | Thomas Mikosch | T. Mikosch |
Uitgever | World Scientific Publishing Co Pte Ltd |
Extra groot lettertype | Nee |
Gewicht | 545 g |
Studieboek | Ja |
Verpakking breedte | 160 mm |
Verpakking hoogte | 17 mm |
Verpakking lengte | 225 mm |