Elementary Stochastic Calculus With Finance in View
- 书名：Elementary Stochastic Calculus With Finance in View
- 作者： Thomas Mikosch
- 格式：PDF
- 时间：2024-07-17
- 评分：
- ISBN：9789810235437
内容简介：
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.
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月球漫舞者04-23从数学角度来看这本书是一星，给四星是因为能把这么深的数学写成一本那么简单的书，能够让那么多人读懂，也算够强大了。。。
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cheerzzh11-05懂了的不用看 不懂的看了也挺迷茫。。
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Renco11-02很好的书 可以用来梳理体系
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