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Continuous stochastic calculus with applications to finance

Michael Meyer

Publication Data

Title Continuous stochastic calculus with applications to finance
Author Michael Meyer
Publisher Chapman & Hall/CRC
Publication date 2001
Publication location Boca Raton, Fla.
Language English

Topics

Finance :: Mathematical models
Stochastic analysis

Catalogue Data

OBNB ID GBA122594
ISBN 10 1584882344
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 519.2

ISBD

P1053 xvi, 319p.
P1042 Includes bibliographical references (p. 313) and index.

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Continuous stochastic calculus with applications to finance by Michael Meyer. ISBN 1584882344. Published by Chapman & Hall/CRC in 2001. Publication and catalogue information, links to buy online and reader comments.

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