Continuous stochastic calculus with applications to finance
Michael Meyer
| Year of publication: |
c2001
|
|---|---|
| Authors: | Meyer, Michael J. |
| Publisher: |
Boca Raton, Fla. [u.a.] : Chapman & Hall/CRC |
| Subject: | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Theorie | Theory | Stochastische Analysis |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
| Extent: | XVI, 319 S. graph. Darst. 24 cm |
|---|---|
| Series: | Applied mathematics. - Boca Raton, Fla. [u.a.] : Chapman & Hall, ZDB-ID 2203583-7. - Vol. 17 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Includes bibliographical references and index |
| ISBN: | 1-58488-234-4 |
| Classification: | Wahrscheinlichkeitsrechnung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001507701