Elementary Stochastic Calculus, With Finance In View
Mikosch, Thomas (Univ Of Copenhagen
Omschrijving
An elementary introduction to modelling with Ito integral or stochastic differential equations, without burdening the reader with a great deal of measure theory. Applications are taken from stochastic finance. In particular, the Black-Scholes option pricing formula is derived.
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‘Elementary Stochastic Calculus, With Finance In View - Mikosch, Thomas (Univ Of Copenhagen’.
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