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Continuous Stochastic Calculus with Applications to Finance

Continuous Stochastic Calculus with Applications to Finance

Paperback

Investing & FinanceGeneral Mathematics

ISBN10: 0367455439
ISBN13: 9780367455439
Publisher: CRC Press
Published: Dec 2 2019
Pages: 336
Weight: 1.04
Height: 0.70 Width: 6.14 Depth: 9.21
Language: English
The prolonged boom in the U.S. 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 of the tools rea

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