Blick ins Buch

Stochastic Calculus and Financial Applications

J. Michael Steele (Autor)

Buch | Hardcover

312 Seiten

2000 | 2001. Corr. 3rd Printing ed.
Springer-Verlag New York Inc.
9780387950167 (ISBN)

Lese- und Medienproben

Blick ins Buch (midvox)

Titel ist leider vergriffen;
keine Neuauflage

Artikel merken

Stochastic calculus has important applications to mathematical finance. This book is suitable for practitioners and students who want an elementary introduction to these areas.

Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction to these areas. From the reviews: "As the preface says, 'This is a text with an attitude, and it is designed to reflect, wherever possible and appropriate, a prejudice for the concrete over the abstract'. This is also reflected in the style of writing which is unusually lively for a mathematics book." --ZENTRALBLATT MATH

Random Walk and First Step Analysis * First Martingale Steps * Brownian Motion * Martingale--Next Steps * Richness of Paths * Ito Integration * Localization and Ito's Integral * Ito's Formula * Stochastic Differential Equations * Arbitrage and SDE's * The Diffusion Equation * Representation Theorems * Girsanov Theory * Arbitrage and Martingales * The Feynman-Kac Connection

Reihe/Serie	Applications of Mathematics ; Vol.45
Zusatzinfo	1, black & white illustrations
Verlagsort	New York, NY
Sprache	englisch
Maße	156 x 234 mm
Gewicht	1370 g
Einbandart	gebunden
Themenwelt	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
	Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
ISBN-13	9780387950167 / 9780387950167
Zustand	Neuware