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World Scientific Publishing Company, 1998-11-02. hardcover. Used: Good.
Elementary Stochastic Calculus With Finance in View (Advanced Series on Statistical Science & Applied Probability, Vol 6) by Thomas Mikosch
by Thomas Mikosch
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Elementary Stochastic Calculus With Finance in View (Advanced Series on Statistical Science & Applied Probability, Vol 6)
by Thomas Mikosch
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Elementary Stochastic Calculus, with Finance in View (Advanced Statistical Science and Applied Probability)
by Mikosch, Thomas
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ELEMENTARY STOCHASTIC CALCULUS, WITH FINANCE IN VIEW
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Elementary Stochastic Calculus, with Finance in View
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ELEMENTARY STOCHASTIC CALCULUS, WITH FINANCE IN VIEW (ADVANCED STATISTICAL SCIENCE AND APPLIED PROBABILITY)
by THOMAS MIKOSCH
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Elementary Stochastic Calculus, with Finance in View (Advanced Statistical Science and Applied Probability)
by Mikosch, Thomas
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ELEMENTARY STOCHASTIC CALCULUS, WITH FINANCE IN VIEW (Advanced Statistical Science and Applied Probability)
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ELEMENTARY STOCHASTIC CALCULUS, WITH FINANCE IN VIEW (Advanced Statistical Science and Applied Probability)
by Mikosch, Thomas
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World Scientific Publishing Company, 1998-10-30. Hardcover. Good. Textbook, May Have Highlights, Notes and/or Underlining, BOOK ONLYNO ACCESS CODE, NO CD, Ships with Emailed Tracking
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Elementary Stochastic Calculus With Finance in View (Advanced Series on Statistical Science & Applied Probability, Vol 6)
by Thomas Mikosch
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World Scientific Pub Co Inc, 1999. Hardcover. New. 212 pages. 9.00x6.50x0.75 inches.
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Elementary Stochastic Calculus, With Finance In View
by Thomas Mikosch
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Hardback. New. An elementary introduction to modelling with Ito integral or stochastic differential equations, 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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Elementary Stochastic Calculus, With Finance In View
by Mikosch, Thomas (Univ Of Copenhagen, Denmark)
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Hardback. New. New Book; Fast Shipping from UK; Not signed; Not First Edition; An elementary introduction to modelling with Ito integral or stochastic differential equations, without burdening the reader with a great deal of measure theory. Applications are taken from stochastic finance. In particular, the Black-S
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