Cover of Michael Meyer: Continuous Stochastic Calculus with Applications to Finance

Michael Meyer Continuous Stochastic Calculus with Applications to Finance

Price for Eshop: 1925 Kč (€ 77.0)

VAT 0% included

New

E-book delivered electronically online

E-Book information

CRC Press

2000

PDF
How do I buy e-book?

336

978-1-4200-3559-9

1-4200-3559-2

Annotation

The prolonged boom in the US and European stock markets has led to increased interest in the mathematics of security markets, most notably in the theory of stochastic integration. This text gives a rigorous development of the theory of stochastic integration as it applies to the valuation of derivative securities. It includes all the tools necessar

Ask question

You can ask us about this book and we'll send an answer to your e-mail.