Continuous Stochastic Calculus with Applications to Finance - Info and Reading Options
By Michael Meyer ( 1945 - )
“Continuous Stochastic Calculus with Applications to Finance” Metadata:
- Title: ➤ Continuous Stochastic Calculus with Applications to Finance
- Author: Michael Meyer
“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 Identifiers:
- The Open Library ID: OL2290901W
AI-generated Review of “Continuous Stochastic Calculus with Applications to Finance”:
"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.
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