Stochastic calculus for finance
Auteur :
Capiński, Marek / Kopp, Ekkehard / Traple, Janusz
Éditeur :
Cambridge University Press
ISBN :
9780521175739
Date de publication :
23 août 2012
Dimensions :
21,0 x 15,0 x 2,5 cm
Poids :
320 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This brief but full introduction to basic stochastic processes contains key results that have become essential for finance practitioners and provides a solid grounding for understanding the Black–Scholes option pricing model. Students, practitioners and researchers will benefit from the authors' rigorous, but unfussy, approach to technical issues.