Continuous Stochastic Calculus with Applications to Finance

by Michael Meyer, Michael Meyer, Michael Meyer

Book Overview

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 integral is constructed with respect to a general continuous...

• Format: Paperback
• Language: English
• ISBN: 0367455439
• ISBN13: 9780367455439
• Release Date: December 2019
• Publisher: CRC Press
• Length: 336 Pages
• Weight: 1.04 lbs.
• Dimensions: 0.7" x 6.1" x 9.2"