1st Edition
Continuous Stochastic Calculus with Applications to Finance
By Michael Meyer
Copyright 2001
336 Pages
by
Chapman & Hall
336 Pages
20 B/W Illustrations
by
Chapman & Hall
336 Pages
by
Chapman & Hall
Also available as eBook on:
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... Read more
Martingale Theory. Brownian Motion. Stochastic Integration. Application to Finance. Appendices.
Biography
Meyer, Michael
