Continuous stochastic calculus with applications to finance - Info and Reading Options
By Michael Meyer
"Continuous stochastic calculus with applications to finance" was published by Chapman & Hall/CRC in 2001 - Boca Raton, FL, it has 319 pages and the language of the book is English.
“Continuous stochastic calculus with applications to finance” Metadata:
- Title: ➤ Continuous stochastic calculus with applications to finance
- Author: Michael Meyer
- Language: English
- Number of Pages: 319
- Publisher: Chapman & Hall/CRC
- Publish Date: 2001
- Publish Location: Boca Raton, FL
“Continuous stochastic calculus with applications to finance” Subjects and Themes:
- Subjects: ➤ Mathematical models - Stochastic analysis - Finance - Finance, mathematical models - Finances - Modèles mathématiques - Analyse stochastique - BUSINESS & ECONOMICS - Finanzmathematik - Stochastik - Wahrscheinlichkeitsrechnung - Stochastische analyse - Financiering - Wiskundige modellen - Martingalen - Stochastische integratie
Edition Specifications:
- Pagination: xvi, 319 p. ;
Edition Identifiers:
- The Open Library ID: OL18310001M - OL2290901W
- Online Computer Library Center (OCLC) ID: 71304214 - 44927108
- Library of Congress Control Number (LCCN): 00064361
- ISBN-10: 1584882344
- All ISBNs: 1584882344
AI-generated Review of “Continuous stochastic calculus with applications to finance”:
Snippets and Summary:
Preliminaries. Let (F, P) be a probability space, R = [-, +] denote the extended real line and B(R) and B (Rn) the Borel o-fields on R and Rn respectively.
"Continuous stochastic calculus with applications to finance" Description:
The Open Library:
"This text provides a rigorous development of the theory of stochastic integration as it applies to the valuation of derivative securities. It includes all the tools necessary for readers to understand the construction of the stochastic integral with respect to a general continuous semimartingale."--BOOK JACKET.
Read “Continuous stochastic calculus with applications to finance”:
Read “Continuous stochastic calculus with applications to finance” by choosing from the options below.
Search for “Continuous stochastic calculus with applications to finance” downloads:
Visit our Downloads Search page to see if downloads are available.
Borrow "Continuous stochastic calculus with applications to finance" Online:
Check on the availability of online borrowing. Please note that online borrowing has copyright-based limitations and that the quality of ebooks may vary.
- Is Online Borrowing Available: Yes
- Preview Status: full
- Check if available: The Open Library & The Internet Archive
Find “Continuous stochastic calculus with applications to finance” in Libraries Near You:
Read or borrow “Continuous stochastic calculus with applications to finance” from your local library.
- The WorldCat Libraries Catalog: Find a copy of “Continuous stochastic calculus with applications to finance” at a library near you.
Buy “Continuous stochastic calculus with applications to finance” online:
Shop for “Continuous stochastic calculus with applications to finance” on popular online marketplaces.
- Ebay: New and used books.