ELEMENTARY STOCHASTIC CALCULUS, WITH FINANCE IN VIEW(ADVANCED SERIES ON STATISTICAL SCIENCE AND APPLIED PROBABILITY)

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原   价:
566.00
售   价:
424.00
发货周期:预计3-5周发货
作      者
出  版 社
出版时间
1998年11月02日
装      帧
精装
ISBN
9789810235437
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页      码
224
语      种
英文
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图书简介
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 Bl
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