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Paperback Continuous Stochastic Calculus with Applications to Finance Book
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ISBN: 0367455439

ISBN13: 9780367455439

Continuous Stochastic Calculus with Applications to Finance

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Format: Paperback

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Book Overview

The prolonged boom in the U.S. 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 of the tools rea

Related Subjects

Business Business & Investing Economics Math Mathematics Science & Math

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