Continuous Stochastic Calculus with Applications to Finance by Michael Meyer

Applied Mathematics

Continuous Stochastic Calculus with Applications to Finance

Michael Meyer

336 pages hardcover

2 editions

nonfiction business economics mathematics
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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 ...

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