eBook - ePub

Continuous Stochastic Calculus with Applications to Finance

Name: Continuous Stochastic Calculus with Applications to Finance
Author: Michael Meyer

Michael Meyer,

English
ePUB (mobile friendly)
Available on iOS & Android

eBook - ePub

Continuous Stochastic Calculus with Applications to Finance

Michael Meyer,

About this book

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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Yes, you can access Continuous Stochastic Calculus with Applications to Finance by Michael Meyer in PDF and/or ePUB format, as well as other popular books in Business & Applied Mathematics. We have over one million books available in our catalogue for you to explore.