Continuous Stochastic Calculus with Applications to Finance - Michael Meyer - Books - Taylor & Francis Ltd - 9780367455439 - December 2, 2019
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Continuous Stochastic Calculus with Applications to Finance 1st edition

Michael Meyer

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Continuous Stochastic Calculus with Applications to Finance 1st edition

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

336 pages

Media Books     Paperback Book   (Book with soft cover and glued back)
Released December 2, 2019
ISBN13 9780367455439
Publishers Taylor & Francis Ltd
Pages 336
Dimensions 453 g
Language English  
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