Continuous Stochastic Calculus with Applications to Finance (книга)
Continuous Stochastic Calculus with Applications to Finance | |
Автор: | Michael Meyer |
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Оригинал издан: | ???? |
«Continuous Stochastic Calculus with Applications to Finance» — книга ???? года.
Содержание |
Содержание
От издателя
«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…»