Continuous Stochastic Calculus with Applications to Finance PDF
by Michael Meyer
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Description
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
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- Format:PDF
- Pages:336 pages
- Publisher:CRC Press
- Publication Date:25/10/2000
- Category:
- ISBN:9781420035599
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- Hardback from £139.83
Information
-
Download Now
- Format:PDF
- Pages:336 pages
- Publisher:CRC Press
- Publication Date:25/10/2000
- Category:
- ISBN:9781420035599