Skip to main content
PBS logo
 
 

Search - Continuous Stochastic Calculus with Applications to Finance

Continuous Stochastic Calculus with Applications to Finance
Continuous Stochastic Calculus with Applications to Finance
Author: Michael Meyer
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 nece...  more »
ISBN-13: 9781584882343
ISBN-10: 1584882344
Publication Date: 10/25/2000
Pages: 336
Edition: 1
Rating:
  ?

0 stars, based on 0 rating
Publisher: Chapman & Hall/CRC
Book Type: Hardcover
Members Wishing: 0
Reviews: Amazon | Write a Review


Genres: