
Elementary Stochastic Calculus, With Finance In View
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Sist oppdatert 1. juli 2026
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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 book is suitable for the reader without a deep mathematical background. It gives 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. The book can serve as a text for a course on stochastic calculus for non-mathematicians or as elementary reading material for anyone who wants to learn about Ito calculus and/or stochastic finance.
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Hvor er Elementary Stochastic Calculus, With Finance In View billigst?
Den laveste prisen er 648 kr hos ARK Bokhandel.
Hva er laveste pris på Elementary Stochastic Calculus, With Finance In View?
648 kr — den laveste prisen vi har registrert, og den er tilgjengelig akkurat nå.
Hva er normal pris på Elementary Stochastic Calculus, With Finance In View?
Snittprisen de siste 90 dagene er 648 kr, og 648 kr de siste 12 månedene.
Er det et godt tidspunkt å kjøpe Elementary Stochastic Calculus, With Finance In View nå?
Ja. Historisk laveste pris.