盘天下 | 免费精选资源分享

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.

下载地址

• 诚通网盘 提取码：8866
• 迅雷网盘 提取码：2x6p

本站不制作和存储任何资源，仅供个人学习用途，版权归原著作权人所有，如涉版权问题请留言反馈！

夸克资源精选合集