Continuous Stochastic Calculus with Applications to Finance
Michael Meyer
Broschiertes Buch

Continuous Stochastic Calculus with Applications to Finance

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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