Elementary stochastic calculus : with finance in view

＜図書＞
Elementary stochastic calculus : with finance in view

責任表示	Thomas Mikosch
シリーズ	Advanced series on statistical science & applied probability ; v. 6
データ種別	図書
出版情報	Singapore ; River Edge, N.J. : World Scientific , c1998
本文言語	英語
大きさ	ix, 212 p. : ill. ; 23 cm
概要	Modelling with the Ito integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology, chemistry and finance. However, stochastic...calculus is based on a deep mathematical theory.This book is suitable for the reader without a deep mathematical background. It gives an elementary introduction to that area of probability theory, without burdening the reader with a great deal of measure theory. Applications are taken from stochastic finance. In particular, the Black -- Scholes option pricing formula is derived. The book can serve as a text for a course on stochastic calculus for non-mathematicians or as elementary reading material for anyone who wants to learn about Ito calculus and/or stochastic finance.続きを見る

巻次	所蔵場所	請求記号	刷年	資料番号	予約・取寄	自動書庫
: alk. paper	理系図3F 数理独自	MIKO/10/1	c1998	023211998009676	予約・取寄		予約・取寄
	中央図自動書庫	417/Mi 25/19990303	1998	017211999003031	予約・取寄	出庫可能	予約・取寄	出庫可能
	中央図自動書庫	417/Mi 25/20000761	1998	017212000007614	予約・取寄	出庫可能	予約・取寄	出庫可能

一般注記	Includes bibliographical references (p. [195]-198) and index
著者標目	*Mikosch, Thomas
件　名	LCSH:Stochastic analysis
分　類	NDC9:417 LCC:QA274.2 DC21:519.2
書誌ID	1000702953
ISBN	9810235437
NCID	BA38797474
巻冊次	ISBN:9810235437
登録日	2009.09.15
更新日	2009.11.02