Michael Meyer

Continuous Stochastic Calculus with Applications to Finance (eBook, PDF)

• Format: PDF

Produktbeschreibung

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 readers need to understand how the stochastic integral is constructed with respect to a general continuous martingale. This book provides an opportunity to explore stochastic integration at a reasonable level and offers a treatment well balanced between aesthetic appeal, degree of generality, depth, and ease of reading.

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Produktdetails

• Verlag: Taylor & Francis
• Seitenzahl: 336
• Erscheinungstermin: 25. Oktober 2000
• Englisch
• ISBN-13: 9781420035599
• Artikelnr.: 52955682