Continuous Stochastic Calculus with Applications to Finance
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Book Overview
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 necessary for readers to understand how the stochastic integral is constructed with respect to a general continuous...
Format:Paperback
Language:English
ISBN:0367455439
ISBN13:9780367455439
Release Date:December 2019
Publisher:CRC Press
Length:336 Pages
Weight:1.04 lbs.
Dimensions:0.7" x 6.1" x 9.2"
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