Continuous Stochastic Calculus with Applications to Finance

Continuous Stochastic Calculus with Applications to Finance

by Michael Meyer
Epub (Kobo), Epub (Adobe)
Publication Date: 26/01/2025

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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

ISBN:
9781040202449
9781040202449
Category:
Finance
Format:
Epub (Kobo), Epub (Adobe)
Publication Date:
26-01-2025
Language:
English
Publisher:
CRC Press

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