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Continuous Stochastic Calculus with Applications to Finance by

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Item specifics

Condition
Very Good: A book that has been read but is in excellent condition. No obvious damage to the cover, ...
Book Title
Continuous Stochastic Calculus with Applications to Finance
Genre
Science & Math
Subject
Probability & Statistics / Stochastic Processes, Finance / General, General
Narrative Type
Nonfiction
Intended Audience
Adult
Inscribed
NO
ISBN
9781584882343
Subject Area
Business & Economics, Mathematics
Publication Name
Continuous Stochastic Calculus with Applications to Finance
Item Length
9.5 in
Publisher
CRC Press LLC
Publication Year
2000
Type
Textbook
Format
Hardcover
Language
English
Item Height
0.9 in
Author
Michael Meyer
Item Width
6.1 in
Item Weight
22.8 Oz
Number of Pages
336 Pages

About this product

Product Information

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 readers need to understand how the stochastic integral is constructed with respect to a general continuous martingale. This book provides an opportunity to explore stochastic integration at a reasonable level and offers a treatment well balanced between aesthetic appeal, degree of generality, depth, and ease of reading.

Product Identifiers

Publisher
CRC Press LLC
ISBN-10
1584882344
ISBN-13
9781584882343
eBay Product ID (ePID)
1804622

Product Key Features

Author
Michael Meyer
Publication Name
Continuous Stochastic Calculus with Applications to Finance
Format
Hardcover
Language
English
Subject
Probability & Statistics / Stochastic Processes, Finance / General, General
Publication Year
2000
Type
Textbook
Subject Area
Business & Economics, Mathematics
Number of Pages
336 Pages

Dimensions

Item Length
9.5 in
Item Height
0.9 in
Item Width
6.1 in
Item Weight
22.8 Oz

Additional Product Features

LCCN
00-064361
Intended Audience
College Audience
Lc Classification Number
Hg173.M49 2001
Copyright Date
2000
Dewey Decimal
332/.01/5118
Dewey Edition
21
Illustrated
Yes

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