10% off all books and free delivery over £40
Buy from our bookstore and 25% of the cover price will be given to a school of your choice to buy more books. *15% of eBooks.

Continuous Stochastic Calculus with Applications to Finance

View All Editions (3)

The selected edition of this book is not available to buy right now.
Add To Wishlist
Write A Review

About

Continuous Stochastic Calculus with Applications to Finance Synopsis

The prolonged boom in the US and European stock markets has led to increased interest in the mathematics of security markets, most notably in the theory of stochastic integration. This text gives a rigorous development of the theory of stochastic integration as it applies to the valuation of derivative securities. It includes all the tools necessar

About This Edition

ISBN: 9781420035599
Publication date:
Author: Meyer, Michael
Publisher: CRC Press
Format: Ebook (PDF)