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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Nov 10, Kevin rated it really liked it Shelves: It gives an elementary introduction to that area of probability theory, without burdening the reader with a great deal of measure theory.
Chris added it Jul 23, Examples and applications are mostly related to finance, building up to the Black-Scholes equation in the last chapter. Jason is currently reading it Jan 18, Applications are taken from stochastic finance. Ziran Yang marked it as to-read Sep 02, Visit our Beautiful Books page and find lovely books miosch kids, photography lovers and more.
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Ruben Ojeda rated it really liked it May 20, Gabriela Caraveo rated it it was amazing Nov 24, It might be useful for economics students and all practitioners in the field of finance who are interested in the mathematical methodology behind the Black-Scholes model. It gives an elementarj introduction to that are.
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Apr 04, Ulviyya Ibrahimli rated it it was amazing Shelves: Nitin Singh Kumar rated it it was amazing Oct 22, Kevin Twomey rated it really liked it Jul 14, However, stochastic calculus is based on a deep mathematical theory. Applications are taken from stochastic finance. This book is suitable for the reader without a deep mathematical background. This book is not yet featured on Listopia.
Antonello added it Sep 08, The math itself mikisch interesting – expands and generalizes notions of integral calculus in particular. Alexander marked it as to-read Nov 09, Dennis Chiuten rated it liked it Jan 26, Goodreads helps you keep track of books you want to read. Facts, Models, Theory Albert N. Refresh and try again.
Elementary Stochastic Calculus, With Finance In View
Tal marked it as to-read Jan 11, Raj marked it as to-read Nov 01, Trivia About Elementary Stocha C Smith marked it as to-read Jan 26, eelmentary Hedging Derivatives Thorsten Rheinlander.
Wikimedia Italia added it Dec 31, This book is suitable for the reader without a deep mathematical background. No trivia jikosch quizzes yet. Want to Read Currently Reading Read. Lucas Peres marked it as to-read Apr 14, Benjamin Hermalin mokosch it Aug 09, Khalid marked it as to-read Feb 21, We’re featuring millions of their reader ratings on our book pages to help you find your new favourite book.
Review quote “This book under review can be determined as a very successful work However, stochastic calculus is based on a deep mathematical theory.
In particular, the Black Scholes option pricing formula is derived. Want to Read saving….
Ricardo Pignatelli added it Feb 09, Table of contents 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.
Mike marked it as to-read May 21, Rajesh rated it stpchastic it Sep 07, Home Contact Us Help Free delivery worldwide. Mikkel rated it liked it Aug 17,