However, stochastic calculus is based on a deep mathematical book is It gives an elementary introduction to that area of probability theory, without burdening the reader with a great deal of measure theory. Thomas Mikosch. Modelling with the Itô integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology. Elementary Stochastic Calculus With Finance in View (Advanced Series on Statistical Science & Applied Probability, Vol 6) has 27 ratings Thomas Mikosch.
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Dispatched from the UK in 1 business day When will my order arrive? Essentials Of Stochastic Finance: Product details Format Hardback pages Dimensions Francisco Martin marked it as to-read Mar 05, Max Surenko rated it really liked it Jun 16, Sonila rated it it was amazing Apr 11, Amol rated it liked it Oct 09, Pc added it Feb 15, Xalculus Jahn rated it really liked it Mar 12, Return to Book Page.
Wikimedia Italia added it Dec 31, This book is not yet featured on Listopia. Khalid marked it as to-read Feb 21, Table of rlementary Preliminaries – basic concepts from probability theory; stochastic processes; Brownian motion; conditional expectation; Martingales; the stochastic integral – the Riemann and Riemann-Stieltjes; integrals; the Ito integral; the Ito lemma; the Stratonovich and other integrals; stochastic differential equations – deterministic differential equations; Ito stochastic differential equations; the general linear differential equation; numerical solution; applications of stochastic calculus in finance – the Black-Scholes option-pricing formula; a useful technique – change of measure.
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Mikosch T. Elementary Stochastic Calculus With Finance in View
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Elementary Stochastic Calculus with Finance in View – Thomas Mikosch – Google Books
Description Modelling with the Ito integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology, chemistry and finance. Stochsstic out the top books of the year on our page Best Books of It gives an elementary introduction to that area of probability theory, without burdening the reader with a great deal of measure theory.
However, stochastic calculus is based on a deep mathematical theory. Nothing amazing in terms of exposition here but it’s clean, to the point, and moves right along. Looking for beautiful books? Applications are taken from stochastic finance.
No trivia or quizzes yet. Lists with This Book. This book provides a good mioksch basic understanding of stochastic calculus without diving deep into pure mathematics measure theory is almost completely avoided. Cwlenfest rated it it was amazing Jan 04, Visit our Beautiful Books page and find lovely books for kids, photography lovers and more.
Elementary Stochastic Calculus, With Finance In View : Thomas Mikosch :
Just a moment while we sign you in to your Goodreads account. Mike marked it as to-read May 21, Ziran Yang marked it as to-read Sep 02, In particular, the Black Scholes option pricing formula is derived.
Elementary Stochastic Calculus, With Finance In View
This book is suitable for the reader without a deep mathematical background. Easy to get something out of it without a huge time commitment.
Burhan rated it really liked it Jan 20, It gives an elementary introduction to that area of probability theory, calculis burdening the reader with a great deal of measure theory. Justanothersherlockian marked it as to-read Mar 26, Refresh and try again. Radha rated it it was amazing Feb 09,