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Michael Meyer
Continuous Stochastic Calculus with Applications to Finance [PDF ebook]

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Cover of Michael Meyer: Continuous Stochastic Calculus with Applications to Finance (PDF)

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

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Format PDF ● Pages 336 ● ISBN 9781420035599 ● Publisher CRC Press ● Published 2000 ● Downloadable 3 times ● Currency EUR ● ID 5697661 ● Copy protection Adobe DRM

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