Elementary Stochastic Calculus With Finance in View 2024 pdf epub mobi 電子書下載

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Elementary Stochastic Calculus With Finance in View pdf epub mobi 圖書描述

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 text should be suitable for the reader without a deep mathematical background. It seeks to provide 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.

Elementary Stochastic Calculus With Finance in View 2024 pdf epub mobi 電子書下載

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發表於2024-12-22

Elementary Stochastic Calculus With Finance in View 2024 pdf epub mobi 電子書下載

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Elementary Stochastic Calculus With Finance in View pdf epub mobi 讀後感

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我的研究方嚮不是資産定價，隻是想瞭解一點金融數學使用的基本工具是什麼樣子的。我更不是學數學齣身，不知道要學懂隨機分析到底需要多少高深數學。但是通過讀這本書，我大概瞭解Ito（伊藤先生）到底想說些什麼東西，“鞅”這個東西到底是個什麼玩意兒。這本書做到瞭。擁有一...

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搞不清楚作者的定位是哪一類讀者，個人感覺是懂得看瞭覺得太簡單，不懂的看瞭也不太明白講什麼。整本書比較有點意思的地方時插瞭不少圖（也許是我少見多怪），看過的其他隨機分析有關的書中，好像沒見過有這麼多圖的。anyway，這是一本一天內可以看完的書，也許對剛接觸布朗運...

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出版者:World Scientific Publishing Company

作者:Thomas Mikosch

出品人:

頁數:212

譯者:

出版時間:1999-10-30

價格:USD 58.00

裝幀:Hardcover

isbn號碼:9789810235437

叢書系列:

圖書標籤: 數學金融 Finance 教材 stochastic 金融數學隨機概率

Elementary Stochastic Calculus With Finance in View 2024 pdf epub mobi 電子書下載

想要找書就要到本本書屋

onlinetoolsland.com

立刻按 ctrl+D收藏本頁

你會得到大驚喜!!

Elementary Stochastic Calculus With Finance in View pdf epub mobi 用戶評價

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Soooooooo good! The writing is very conversational. Pointers at all the right places. Read it when you are on the subway or waiting for someone in the coffee shop. You can learn some stochastic calculus in your spare time. How cool is that!

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Very easy reading introduction to this subject

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大二下隨機過程教材，從第一頁精讀到最後一頁。避開測度論而談連續時間下的隨機分析，側重於應用。簡明，但用於自學較睏難

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BING哥傳道的教材

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很好的書可以用來梳理體係

Elementary Stochastic Calculus With Finance in View 2024 pdf epub mobi 電子書下載